+501.5%
NVT vs RBA
+232.3%
+269.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +8.0% | +1.7% | +6.2% | +7.3% |
| 30D | -24.8% | +8.3% | -33.1% | -27.5% |
| 3M | -32.4% | +10.5% | -43.0% | -35.7% |
| 6M | -33.5% | -5.9% | -27.6% | -33.5% |
| YTD | +13.2% | -6.9% | +20.1% | +12.7% |
| 1Y | +9.0% | -4.9% | +13.8% | +7.4% |
| 3Y | +129.4% | +64.5% | +64.9% | +74.5% |
| 5Y | +230.1% | +46.1% | +184.0% | +156.0% |
| All | +501.5% | +232.3% | +269.2% | +127.7% |
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