+70.8%
NVT vs RJF
+5.1%
+65.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | +4.1% | -2.7% | +6.8% | +4.9% |
| 30D | -5.1% | -4.3% | -0.9% | -4.0% |
| 3M | -1.2% | +15.7% | -16.9% | -6.4% |
| 6M | +46.6% | +17.8% | +28.8% | +36.9% |
| YTD | +60.0% | +9.2% | +50.8% | +52.6% |
| 1Y | +70.8% | +2.8% | +68.0% | +62.9% |
| All | +70.8% | +5.1% | +65.7% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling