-9.1%
NVTS vs RNG
-71.6%
+62.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -6.1% | +4.7% | +1.0% |
| 30D | -16.5% | +9.6% | -26.1% | -20.5% |
| 3M | -47.6% | +83.3% | -131.0% | -62.1% |
| 6M | +7.3% | +77.9% | -70.7% | -23.6% |
| YTD | +62.9% | +139.9% | -77.0% | -8.3% |
| 1Y | +91.3% | +121.7% | -30.4% | +12.0% |
| 3Y | +43.4% | +121.9% | -78.5% | -21.2% |
| All | -9.1% | -71.6% | +62.5% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling