+414.4%
RVTY vs NVMI
+1,995.1%
-1,580.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.6% |
| 7D | +0.4% | +11.7% | -11.3% | -1.0% |
| 30D | +10.8% | -4.0% | +14.9% | +11.3% |
| 3M | +26.8% | -25.8% | +52.5% | +30.5% |
| 6M | +39.3% | -8.3% | +47.6% | +39.2% |
| YTD | +31.6% | +14.8% | +16.8% | +27.6% |
| 1Y | +47.7% | +37.9% | +9.8% | +39.7% |
| 3Y | +19.9% | +216.3% | -196.3% | +0.2% |
| 5Y | -32.3% | +277.2% | -309.5% | -45.2% |
| 10Y | +138.4% | +3,074.3% | -2,935.9% | +52.7% |
| All | +414.4% | +1,995.1% | -1,580.6% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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