+134.3%
NVS vs RBA
+46.2%
+88.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +12.5% | +6.8% | +5.7% | +11.6% |
| 3M | +5.2% | +9.5% | -4.2% | +4.0% |
| 6M | +8.2% | -8.2% | +16.4% | +8.6% |
| YTD | +19.8% | -7.7% | +27.5% | +19.8% |
| 1Y | +24.8% | -6.9% | +31.7% | +24.7% |
| 3Y | +90.0% | +61.6% | +28.4% | +77.3% |
| 5Y | +134.3% | +44.7% | +89.5% | +119.9% |
| All | +134.3% | +46.2% | +88.0% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling