+717.0%
NVT vs RL
+274.4%
+442.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.5% |
| 30D | -3.7% | -7.8% | +4.1% | -0.2% |
| 3M | -10.1% | -4.0% | -6.1% | -9.0% |
| 6M | +37.5% | -1.9% | +39.3% | +36.8% |
| YTD | +53.7% | -0.2% | +53.9% | +51.2% |
| 1Y | +70.9% | +10.7% | +60.2% | +59.3% |
| 3Y | +180.4% | +210.8% | -30.4% | +57.9% |
| 5Y | +393.5% | +238.2% | +155.2% | +154.7% |
| All | +717.0% | +274.4% | +442.6% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling