+162.9%
RTX vs NVT
+420.2%
-257.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.2% |
| 7D | -1.6% | +7.0% | -8.6% | -2.8% |
| 30D | -11.6% | -2.3% | -9.2% | -11.4% |
| 3M | +9.2% | -3.1% | +12.3% | +8.8% |
| 6M | -4.4% | +47.0% | -51.4% | -13.3% |
| YTD | +8.9% | +56.2% | -47.3% | -2.7% |
| 1Y | +32.1% | +74.5% | -42.4% | +14.7% |
| 3Y | +151.2% | +184.0% | -32.8% | +83.6% |
| 5Y | +162.9% | +410.8% | -247.9% | +50.0% |
| All | +162.9% | +420.2% | -257.3% | +50.0% |
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