+750.3%
NVT vs RSG
+282.3%
+467.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -5.1% | +4.0% | -9.1% | -7.4% |
| 3M | -1.2% | +7.4% | -8.5% | -6.5% |
| 6M | +46.6% | +0.1% | +46.5% | +43.3% |
| YTD | +60.0% | +6.0% | +54.0% | +49.5% |
| 1Y | +70.8% | -3.0% | +73.8% | +68.9% |
| 3Y | +187.5% | +56.5% | +131.1% | +88.4% |
| 5Y | +426.1% | +90.9% | +335.2% | +181.2% |
| All | +750.3% | +282.3% | +467.9% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling