+199.3%
RCL vs NVT
+492.6%
-293.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.9% | -3.2% |
| 7D | -0.2% | +17.4% | -17.6% | -10.9% |
| 30D | +14.4% | -28.4% | +42.7% | +37.5% |
| 3M | +5.2% | -32.4% | +37.6% | +29.3% |
| 6M | +26.1% | -32.2% | +58.3% | +49.8% |
| YTD | +17.4% | +14.0% | +3.4% | -9.5% |
| 1Y | +24.7% | +4.3% | +20.4% | +1.9% |
| 3Y | +250.9% | +131.7% | +119.2% | +27.0% |
| 5Y | +293.8% | +232.4% | +61.4% | -2.8% |
| All | +199.3% | +492.6% | -293.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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