+750.3%
NVT vs RL
+261.5%
+488.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +4.1% | -3.4% | +7.5% | +5.8% |
| 30D | -5.1% | -14.4% | +9.3% | +2.0% |
| 3M | -1.2% | -13.6% | +12.4% | +5.2% |
| 6M | +46.6% | +0.6% | +46.0% | +44.1% |
| YTD | +60.0% | -3.6% | +63.6% | +60.0% |
| 1Y | +70.8% | +8.3% | +62.4% | +60.8% |
| 3Y | +187.5% | +204.8% | -17.2% | +63.4% |
| 5Y | +426.1% | +232.9% | +193.2% | +173.5% |
| All | +750.3% | +261.5% | +488.8% | +319.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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