+423.7%
NVT vs RY
+141.9%
+281.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.8% |
| 7D | +10.4% | +2.7% | +7.7% | +7.8% |
| 30D | -1.3% | -1.0% | -0.3% | -0.4% |
| 3M | -0.6% | +7.6% | -8.3% | -6.6% |
| 6M | +53.8% | +29.5% | +24.3% | +23.5% |
| YTD | +60.2% | +24.2% | +36.0% | +33.3% |
| 1Y | +76.8% | +46.4% | +30.4% | +28.5% |
| 3Y | +191.2% | +159.4% | +31.8% | +30.0% |
| All | +423.7% | +141.9% | +281.8% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling