-30.1%
NVTS vs RBA
+51.8%
-81.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.1% |
| 30D | -4.3% | +8.3% | -12.7% | -8.5% |
| 3M | -34.5% | +10.5% | -45.0% | -38.3% |
| 6M | -57.7% | -5.9% | -51.9% | -57.5% |
| YTD | +25.4% | -6.9% | +32.2% | +27.1% |
| 1Y | +13.1% | -4.9% | +18.0% | +13.4% |
| 3Y | +48.9% | +64.5% | -15.5% | +9.8% |
| 5Y | -51.8% | +46.1% | -97.9% | -67.6% |
| All | -30.1% | +51.8% | -81.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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