+420.3%
NVT vs RIO
+91.0%
+329.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.4% |
| 7D | +4.1% | -3.2% | +7.3% | +5.5% |
| 30D | -5.1% | +0.9% | -6.1% | -5.7% |
| 3M | -1.2% | -1.4% | +0.3% | -0.9% |
| 6M | +46.6% | +10.9% | +35.6% | +40.0% |
| YTD | +60.0% | +31.2% | +28.8% | +43.1% |
| 1Y | +70.8% | +67.9% | +2.9% | +38.7% |
| 3Y | +187.5% | +88.8% | +98.8% | +121.2% |
| All | +420.3% | +91.0% | +329.3% | +286.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling