+751.2%
NVT vs RGEN
+341.3%
+410.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +10.4% | -0.9% | +11.2% | +10.5% |
| 30D | -1.3% | +2.8% | -4.1% | -2.0% |
| 3M | -0.6% | +34.5% | -35.1% | -7.3% |
| 6M | +53.8% | +40.5% | +13.3% | +41.0% |
| YTD | +60.2% | +2.8% | +57.3% | +57.1% |
| 1Y | +76.8% | +39.6% | +37.1% | +62.1% |
| 3Y | +191.2% | +4.4% | +186.8% | +173.8% |
| 5Y | +430.9% | -42.8% | +473.7% | +427.8% |
| All | +751.2% | +341.3% | +410.0% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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