+2.0%
RDW vs NVT
+622.2%
-620.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -5.8% |
| 7D | +0.9% | +4.1% | -3.2% | -2.3% |
| 30D | -21.3% | -5.1% | -16.1% | -18.5% |
| 3M | -37.9% | -1.2% | -36.7% | -37.8% |
| 6M | +12.3% | +46.6% | -34.3% | -17.5% |
| YTD | +39.7% | +60.0% | -20.3% | -2.8% |
| 1Y | +25.7% | +70.8% | -45.1% | -16.7% |
| 3Y | +230.8% | +187.5% | +43.3% | +48.7% |
| 5Y | -8.8% | +426.1% | -434.9% | -70.4% |
| All | +2.0% | +622.2% | -620.2% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling