+410.8%
NVT vs RBA
+39.8%
+371.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +7.0% | -1.9% | +8.9% | +7.6% |
| 30D | -2.3% | -13.0% | +10.6% | +1.4% |
| 3M | -3.1% | -23.1% | +20.0% | +3.5% |
| 6M | +47.0% | -22.6% | +69.6% | +56.4% |
| YTD | +56.2% | -20.4% | +76.6% | +63.6% |
| 1Y | +74.5% | -29.6% | +104.1% | +90.3% |
| 3Y | +184.0% | +26.6% | +157.5% | +156.2% |
| 5Y | +410.8% | +38.2% | +372.6% | +340.1% |
| All | +410.8% | +39.8% | +371.0% | +340.1% |
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