+750.3%
NVT vs RMBS
+537.1%
+213.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.9% |
| 7D | +4.1% | +1.8% | +2.3% | +3.4% |
| 30D | -5.1% | -13.9% | +8.8% | +0.6% |
| 3M | -1.2% | -39.8% | +38.6% | +19.4% |
| 6M | +46.6% | -6.0% | +52.6% | +42.5% |
| YTD | +60.0% | -5.4% | +65.3% | +51.0% |
| 1Y | +70.8% | -1.8% | +72.6% | +55.3% |
| 3Y | +187.5% | +53.7% | +133.9% | +95.8% |
| 5Y | +426.1% | +268.5% | +157.6% | +115.1% |
| All | +750.3% | +537.1% | +213.1% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling