+232.4%
NVT vs RL
+243.2%
-10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | +17.4% | +2.4% | +15.0% | +16.1% |
| 30D | -28.4% | +4.6% | -32.9% | -29.9% |
| 3M | -32.4% | -1.1% | -31.3% | -32.3% |
| 6M | -32.2% | +16.5% | -48.7% | -37.8% |
| YTD | +14.0% | +11.4% | +2.6% | +6.2% |
| 1Y | +4.3% | +16.1% | -11.8% | -5.0% |
| 3Y | +131.7% | +252.6% | -120.9% | +25.7% |
| 5Y | +232.4% | +244.9% | -12.5% | +75.0% |
| All | +232.4% | +243.2% | -10.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling