+232.4%
NVT vs RBA
+46.2%
+186.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +17.4% | -0.5% | +18.0% | +17.6% |
| 30D | -28.4% | +6.8% | -35.2% | -29.8% |
| 3M | -32.4% | +9.5% | -41.9% | -34.4% |
| 6M | -32.2% | -8.2% | -23.9% | -31.5% |
| YTD | +14.0% | -7.7% | +21.7% | +14.2% |
| 1Y | +4.3% | -6.9% | +11.2% | +4.1% |
| 3Y | +131.7% | +61.6% | +70.1% | +94.7% |
| 5Y | +232.4% | +44.7% | +187.7% | +203.0% |
| All | +232.4% | +46.2% | +186.2% | +203.0% |
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 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