+3.6%
NVT vs RNG
+179.4%
-175.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.5% | -12.7% |
| 7D | -19.5% | -9.6% | -9.9% | -20.0% |
| 30D | -32.4% | -1.4% | -31.0% | -32.4% |
| 3M | -30.3% | +28.8% | -59.1% | -28.6% |
| 6M | -30.4% | +65.6% | -96.0% | -26.4% |
| YTD | +11.3% | +171.4% | -160.1% | +21.6% |
| 1Y | +3.6% | +185.3% | -181.8% | +10.0% |
| All | +3.6% | +179.4% | -175.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling