+187.5%
NVT vs RJF
+69.0%
+118.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | +4.1% | -2.7% | +6.8% | +5.9% |
| 30D | -5.1% | -4.3% | -0.9% | -2.6% |
| 3M | -1.2% | +15.7% | -16.9% | -11.3% |
| 6M | +46.6% | +17.8% | +28.8% | +29.3% |
| YTD | +60.0% | +9.2% | +50.8% | +47.6% |
| 1Y | +70.8% | +2.8% | +68.0% | +64.3% |
| 3Y | +187.5% | +69.5% | +118.1% | +97.8% |
| All | +187.5% | +69.0% | +118.5% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling