+70.8%
NVT vs RRX
+15.2%
+55.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +1.0% | +2.9% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -5.1% | -6.1% | +1.0% | -2.2% |
| 3M | -1.2% | -23.1% | +21.9% | +10.7% |
| 6M | +46.6% | -19.5% | +66.1% | +59.2% |
| YTD | +60.0% | +16.1% | +43.9% | +51.3% |
| 1Y | +70.8% | +12.9% | +57.9% | +62.2% |
| All | +70.8% | +15.2% | +55.6% | +62.2% |
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