+187.5%
NVT vs RNG
+119.8%
+67.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +4.1% | -6.1% | +10.2% | +4.6% |
| 30D | -5.1% | +9.6% | -14.7% | -6.0% |
| 3M | -1.2% | +83.3% | -84.5% | -7.7% |
| 6M | +46.6% | +77.9% | -31.4% | +36.6% |
| YTD | +60.0% | +139.9% | -79.9% | +40.0% |
| 1Y | +70.8% | +121.7% | -50.9% | +51.4% |
| 3Y | +187.5% | +121.9% | +65.7% | +150.3% |
| All | +187.5% | +119.8% | +67.8% | +150.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling