+70.9%
NVT vs RMBS
+16.3%
+54.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | -3.7% | -12.2% | +8.5% | +0.3% |
| 3M | -10.1% | -49.5% | +39.4% | +8.1% |
| 6M | +37.5% | -7.1% | +44.6% | +36.6% |
| YTD | +53.7% | -7.0% | +60.7% | +48.9% |
| 1Y | +70.9% | +13.3% | +57.5% | +60.2% |
| All | +70.9% | +16.3% | +54.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling