+47.2%
RSP vs NVTS
-17.0%
+64.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -1.8% | +3.5% | -5.3% | -2.0% |
| 30D | -2.5% | -11.9% | +9.4% | -2.1% |
| 3M | +3.0% | -49.2% | +52.2% | +5.3% |
| 6M | +8.9% | +38.4% | -29.5% | +5.5% |
| YTD | +13.0% | +62.5% | -49.5% | +8.1% |
| 1Y | +16.2% | +101.4% | -85.1% | +9.2% |
| 3Y | +52.7% | +40.4% | +12.3% | +43.0% |
| All | +47.2% | -17.0% | +64.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling