+50.5%
RSP vs NVT
+420.2%
-369.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -1.8% | +7.0% | -8.8% | -3.5% |
| 30D | -2.5% | -2.3% | -0.2% | -2.3% |
| 3M | +3.0% | -3.1% | +6.1% | +2.7% |
| 6M | +8.9% | +47.0% | -38.1% | -4.5% |
| YTD | +13.0% | +56.2% | -43.2% | -3.1% |
| 1Y | +16.2% | +74.5% | -58.3% | -4.5% |
| 3Y | +52.7% | +184.0% | -131.3% | -1.7% |
| 5Y | +50.5% | +410.8% | -360.3% | -29.1% |
| All | +50.5% | +420.2% | -369.7% | -29.1% |
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