+52.1%
RSP vs NVTS
-32.9%
+85.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +0.7% | +9.6% | -8.8% | +0.3% |
| 30D | +3.7% | -13.0% | +16.7% | +4.0% |
| 3M | +0.7% | -28.8% | +29.5% | +1.7% |
| 6M | +9.0% | -48.5% | +57.5% | +10.5% |
| YTD | +16.7% | +31.4% | -14.7% | +12.3% |
| 1Y | +19.0% | -2.3% | +21.3% | +15.8% |
| 3Y | +64.7% | +49.8% | +14.9% | +51.0% |
| 5Y | +49.6% | -43.2% | +92.8% | +34.6% |
| All | +52.1% | -32.9% | +85.0% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling