+717.0%
NVT vs RBA
+191.8%
+525.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +5.1% | -2.9% | +8.0% | +6.3% |
| 30D | -3.7% | -12.3% | +8.6% | +1.1% |
| 3M | -10.1% | -20.5% | +10.4% | -2.9% |
| 6M | +37.5% | -18.5% | +56.0% | +46.5% |
| YTD | +53.7% | -18.2% | +72.0% | +62.3% |
| 1Y | +70.9% | -27.5% | +98.4% | +89.9% |
| 3Y | +180.4% | +38.1% | +142.3% | +129.5% |
| 5Y | +393.5% | +44.8% | +348.7% | +276.3% |
| All | +717.0% | +191.8% | +525.2% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling