+180.7%
NVT vs RBA
+26.3%
+154.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +7.0% | -1.9% | +8.9% | +7.5% |
| 30D | -2.3% | -13.0% | +10.6% | +1.5% |
| 3M | -3.1% | -23.1% | +20.0% | +3.6% |
| 6M | +47.0% | -22.6% | +69.6% | +56.3% |
| YTD | +56.2% | -20.4% | +76.6% | +62.7% |
| 1Y | +74.5% | -29.6% | +104.1% | +91.3% |
| All | +180.7% | +26.3% | +154.5% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling