+160.5%
RTX vs NVTS
+62.2%
+98.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.8% | +0.5% |
| 7D | +1.4% | +7.9% | -6.5% | +1.5% |
| 30D | +7.8% | +0.8% | +7.0% | +7.9% |
| 3M | -9.8% | -26.0% | +16.2% | -9.8% |
| 6M | +13.5% | -55.5% | +69.1% | +13.4% |
| YTD | +10.9% | +41.0% | -30.1% | +11.1% |
| 1Y | +14.0% | +10.4% | +3.6% | +14.0% |
| All | +160.5% | +62.2% | +98.4% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling