+148.5%
RTX vs NVT
+233.5%
-85.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +3.4% | +17.4% | -14.0% | +0.8% |
| 30D | +8.4% | -28.4% | +36.7% | +13.3% |
| 3M | -10.7% | -32.4% | +21.8% | -6.0% |
| 6M | +11.7% | -32.2% | +43.9% | +16.6% |
| YTD | +9.3% | +14.0% | -4.7% | +1.6% |
| 1Y | +13.3% | +4.3% | +9.0% | +7.1% |
| 3Y | +156.1% | +131.7% | +24.4% | +86.9% |
| 5Y | +148.5% | +232.4% | -83.9% | +49.4% |
| All | +148.5% | +233.5% | -85.0% | +49.4% |
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