+52.3%
RSP vs NVTS
-36.0%
+88.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.5% |
| 7D | +2.4% | +3.9% | -1.6% | +2.2% |
| 30D | +4.3% | -4.3% | +8.6% | +4.2% |
| 3M | -0.3% | -34.5% | +34.1% | +1.0% |
| 6M | +9.8% | -57.7% | +67.5% | +12.4% |
| YTD | +16.8% | +25.4% | -8.5% | +12.7% |
| 1Y | +19.5% | +13.1% | +6.4% | +15.6% |
| 3Y | +65.1% | +48.9% | +16.2% | +51.0% |
| 5Y | +48.7% | -51.8% | +100.5% | +34.5% |
| All | +52.3% | -36.0% | +88.2% | +36.2% |
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