+750.3%
NVT vs RRX
+146.7%
+603.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +1.0% | +2.4% |
| 7D | +4.1% | -0.3% | +4.4% | +4.4% |
| 30D | -5.1% | -6.1% | +1.0% | -1.3% |
| 3M | -1.2% | -23.1% | +21.9% | +14.6% |
| 6M | +46.6% | -19.5% | +66.1% | +63.4% |
| YTD | +60.0% | +16.1% | +43.9% | +38.7% |
| 1Y | +70.8% | +12.9% | +57.9% | +48.8% |
| 3Y | +187.5% | +7.9% | +179.6% | +140.5% |
| 5Y | +426.1% | +19.1% | +407.0% | +287.4% |
| All | +750.3% | +146.7% | +603.6% | +234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling