-6.3%
NVTS vs RBA
+30.7%
-36.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.7% |
| 7D | +9.7% | -1.1% | +10.7% | +10.3% |
| 30D | -13.6% | -13.2% | -0.4% | -7.3% |
| 3M | -51.0% | -21.4% | -29.6% | -45.5% |
| 6M | +46.3% | -20.9% | +67.2% | +62.7% |
| YTD | +68.1% | -19.9% | +87.9% | +85.2% |
| 1Y | +113.9% | -28.7% | +142.6% | +150.6% |
| 3Y | +45.3% | +27.4% | +17.9% | +22.1% |
| All | -6.3% | +30.7% | -36.9% | -31.3% |
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