+50.2%
RSP vs NVTS
-15.6%
+65.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -0.7% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | -0.3% | -4.5% | +4.1% | -0.3% |
| 3M | +4.3% | -61.5% | +65.8% | +7.8% |
| 6M | +8.8% | +28.0% | -19.2% | +5.8% |
| YTD | +15.3% | +65.3% | -50.0% | +10.3% |
| 1Y | +18.3% | +113.0% | -94.7% | +10.8% |
| 3Y | +52.8% | +34.7% | +18.1% | +43.9% |
| All | +50.2% | -15.6% | +65.8% | +33.2% |
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 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