+712.5%
NVT vs RY
+265.3%
+447.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +2.0% | -2.9% | +4.9% | +5.0% |
| 30D | -7.2% | -2.0% | -5.1% | -5.2% |
| 3M | -0.9% | +4.9% | -5.8% | -5.5% |
| 6M | +42.6% | +26.1% | +16.5% | +12.9% |
| YTD | +52.9% | +22.4% | +30.5% | +24.8% |
| 1Y | +64.5% | +44.7% | +19.7% | +13.5% |
| 3Y | +178.0% | +155.7% | +22.3% | +5.5% |
| 5Y | +402.8% | +137.7% | +265.1% | +102.7% |
| All | +712.5% | +265.3% | +447.2% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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