+175.5%
NVS vs RBA
+195.3%
-19.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -15.7% | -3.3% | -12.4% | -15.2% |
| 30D | -11.1% | -9.8% | -1.3% | -9.7% |
| 3M | -7.2% | -23.5% | +16.3% | -3.7% |
| 6M | -12.3% | -21.5% | +9.2% | -9.5% |
| YTD | +2.8% | -21.2% | +23.9% | +5.7% |
| 1Y | +11.9% | -30.2% | +42.1% | +17.3% |
| 3Y | +55.1% | +25.3% | +29.7% | +46.2% |
| 5Y | +94.1% | +35.1% | +58.9% | +77.3% |
| All | +175.5% | +195.3% | -19.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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