+64.5%
NVT vs RBA
-30.1%
+94.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -2.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.2% |
| 30D | -7.2% | -9.8% | +2.6% | -6.3% |
| 3M | -0.9% | -23.5% | +22.6% | +1.3% |
| 6M | +42.6% | -21.5% | +64.1% | +44.5% |
| YTD | +52.9% | -21.2% | +74.1% | +52.4% |
| 1Y | +64.5% | -30.2% | +94.7% | +69.2% |
| All | +64.5% | -30.1% | +94.6% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling