+232.3%
ALL vs NVT
+492.6%
-260.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | 0.0% | +17.4% | -17.4% | -3.4% |
| 30D | +12.8% | -28.4% | +41.2% | +19.4% |
| 3M | +4.7% | -32.4% | +37.1% | +11.6% |
| 6M | +24.9% | -32.2% | +57.1% | +31.1% |
| YTD | +30.0% | +14.0% | +16.0% | +16.5% |
| 1Y | +29.9% | +4.3% | +25.7% | +19.1% |
| 3Y | +117.5% | +131.7% | -14.2% | +41.9% |
| 5Y | +161.7% | +232.4% | -70.7% | +42.3% |
| All | +232.3% | +492.6% | -260.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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