+180.7%
NVT vs RL
+198.9%
-18.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -0.8% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | -2.3% | -17.5% | +15.2% | +7.1% |
| 3M | -3.1% | -14.0% | +10.9% | +3.6% |
| 6M | +47.0% | -2.0% | +49.0% | +45.7% |
| YTD | +56.2% | -4.6% | +60.8% | +56.5% |
| 1Y | +74.5% | +9.5% | +65.0% | +61.5% |
| All | +180.7% | +198.9% | -18.1% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling