-42.8%
NVTS vs RBA
+37.7%
-80.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.9% | +10.2% |
| 7D | +1.5% | +4.3% | -2.7% | -0.8% |
| 30D | -23.8% | +16.3% | -40.1% | -30.2% |
| 3M | -30.6% | +1.3% | -31.9% | -31.7% |
| 6M | -48.4% | -11.1% | -37.3% | -46.4% |
| YTD | +20.6% | -8.5% | +29.0% | +23.2% |
| 1Y | -2.5% | -2.1% | -0.4% | -4.4% |
| 3Y | +44.0% | +44.6% | -0.6% | +11.4% |
| All | -42.8% | +37.7% | -80.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling