+140.6%
RTX vs NVTS
-20.2%
+160.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -2.0% | +0.5% | -2.4% | -2.0% |
| 30D | -11.2% | -18.0% | +6.8% | -11.1% |
| 3M | +12.0% | -45.6% | +57.7% | +12.5% |
| 6M | -3.6% | +28.5% | -32.0% | -4.4% |
| YTD | +9.2% | +56.2% | -47.0% | +7.9% |
| 1Y | +29.7% | +97.7% | -68.0% | +27.5% |
| 3Y | +152.0% | +35.0% | +117.0% | +150.9% |
| All | +140.6% | -20.2% | +160.8% | +129.9% |
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