-12.9%
NVTS vs RNG
-71.6%
+58.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | +0.5% | -9.6% | +10.0% | +4.5% |
| 30D | -18.0% | +8.8% | -26.8% | -21.7% |
| 3M | -45.6% | +78.6% | -124.2% | -60.2% |
| 6M | +28.5% | +70.3% | -41.8% | -7.0% |
| YTD | +56.2% | +140.3% | -84.2% | -12.2% |
| 1Y | +97.7% | +126.6% | -28.9% | +14.4% |
| 3Y | +35.0% | +120.2% | -85.2% | -25.5% |
| All | -12.9% | -71.6% | +58.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling