+712.5%
NVT vs RRX
+137.9%
+574.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -0.9% |
| 7D | +2.0% | -3.7% | +5.8% | +4.5% |
| 30D | -7.2% | -9.3% | +2.1% | -1.4% |
| 3M | -0.9% | -21.8% | +20.9% | +13.8% |
| 6M | +42.6% | -22.0% | +64.6% | +62.0% |
| YTD | +52.9% | +11.9% | +40.9% | +35.4% |
| 1Y | +64.5% | +11.6% | +52.9% | +44.1% |
| 3Y | +178.0% | +2.2% | +175.8% | +140.8% |
| 5Y | +402.8% | +14.9% | +387.9% | +278.3% |
| All | +712.5% | +137.9% | +574.6% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling