+730.1%
NVT vs RMBS
+542.1%
+188.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +7.0% | +3.5% | +3.5% | +5.6% |
| 30D | -2.3% | -8.6% | +6.3% | +1.2% |
| 3M | -3.1% | -40.3% | +37.2% | +17.4% |
| 6M | +47.0% | -1.0% | +48.0% | +39.9% |
| YTD | +56.2% | -4.6% | +60.8% | +47.0% |
| 1Y | +74.5% | +17.6% | +57.0% | +46.3% |
| 3Y | +184.0% | +58.6% | +125.4% | +90.7% |
| 5Y | +410.8% | +270.9% | +139.8% | +108.3% |
| All | +730.1% | +542.1% | +188.0% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling