+730.1%
NVT vs RJF
+238.5%
+491.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | -2.3% | -2.0% | -0.3% | -1.2% |
| 3M | -3.1% | +16.3% | -19.4% | -13.2% |
| 6M | +47.0% | +16.9% | +30.1% | +30.8% |
| YTD | +56.2% | +10.4% | +45.8% | +43.4% |
| 1Y | +74.5% | +7.4% | +67.1% | +62.7% |
| 3Y | +184.0% | +72.2% | +111.8% | +93.0% |
| 5Y | +410.8% | +105.1% | +305.7% | +198.4% |
| All | +730.1% | +238.5% | +491.7% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling