+45.4%
RSP vs NVTS
-44.6%
+90.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -0.8% |
| 7D | -1.0% | +1.5% | -2.6% | -1.2% |
| 30D | +2.6% | -23.8% | +26.4% | +3.5% |
| 3M | -0.8% | -30.6% | +29.8% | +0.3% |
| 6M | +6.3% | -48.4% | +54.7% | +7.6% |
| YTD | +14.1% | +20.6% | -6.5% | +10.3% |
| 1Y | +18.0% | -2.5% | +20.6% | +14.8% |
| 3Y | +61.0% | +44.0% | +17.0% | +47.4% |
| All | +45.4% | -44.6% | +90.0% | +31.5% |
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