+750.3%
NVT vs RIO
+248.9%
+501.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.3% |
| 7D | +4.1% | -3.2% | +7.3% | +5.9% |
| 30D | -5.1% | +0.9% | -6.1% | -5.9% |
| 3M | -1.2% | -1.4% | +0.3% | -0.8% |
| 6M | +46.6% | +10.9% | +35.6% | +37.8% |
| YTD | +60.0% | +31.2% | +28.8% | +36.9% |
| 1Y | +70.8% | +67.9% | +2.9% | +27.6% |
| 3Y | +187.5% | +88.8% | +98.8% | +97.5% |
| 5Y | +426.1% | +93.1% | +333.0% | +236.6% |
| All | +750.3% | +248.9% | +501.3% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling