-26.7%
RIOT vs NVT
+419.5%
-446.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.2% | -1.8% |
| 7D | -1.5% | +4.1% | -5.6% | -5.2% |
| 30D | +5.7% | -5.1% | +10.8% | +10.7% |
| 3M | -17.9% | -1.2% | -16.7% | -17.6% |
| 6M | +45.0% | +46.6% | -1.6% | +2.7% |
| YTD | +69.5% | +60.0% | +9.5% | +12.2% |
| 1Y | +37.2% | +70.8% | -33.6% | -15.2% |
| 3Y | +111.7% | +187.5% | -75.8% | -26.4% |
| All | -26.7% | +419.5% | -446.3% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling