+187.5%
NVT vs RSG
+57.7%
+129.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.8% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -5.1% | +4.0% | -9.1% | -4.4% |
| 3M | -1.2% | +7.4% | -8.5% | 0.0% |
| 6M | +46.6% | +0.1% | +46.5% | +49.1% |
| YTD | +60.0% | +6.0% | +54.0% | +61.0% |
| 1Y | +70.8% | -3.0% | +73.8% | +75.7% |
| 3Y | +187.5% | +56.5% | +131.1% | +162.9% |
| All | +187.5% | +57.7% | +129.8% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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