+3.6%
NVT vs RRX
+30.0%
-26.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.1% | -10.7% |
| 7D | -19.5% | +7.6% | -27.1% | -22.6% |
| 30D | -32.4% | +7.5% | -39.9% | -34.7% |
| 3M | -30.3% | -21.0% | -9.3% | -22.8% |
| 6M | -30.4% | -18.1% | -12.4% | -24.4% |
| YTD | +11.3% | +24.3% | -12.9% | 0.0% |
| 1Y | +3.6% | +29.3% | -25.7% | -8.0% |
| All | +3.6% | +30.0% | -26.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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