+48.7%
RSP vs NVTS
-14.2%
+62.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -0.4% | +9.7% | -10.1% | -0.8% |
| 30D | -1.5% | -13.6% | +12.1% | -1.0% |
| 3M | +4.8% | -51.0% | +55.8% | +7.3% |
| 6M | +10.3% | +46.3% | -36.1% | +6.6% |
| YTD | +14.1% | +68.1% | -54.0% | +9.0% |
| 1Y | +17.0% | +113.9% | -96.9% | +9.6% |
| 3Y | +54.2% | +45.3% | +8.9% | +44.2% |
| All | +48.7% | -14.2% | +62.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling