+213.7%
ALL vs NVT
+694.8%
-481.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.3% | +2.0% | -6.3% | -4.8% |
| 30D | -3.6% | -7.2% | +3.6% | -2.2% |
| 3M | +13.2% | -0.9% | +14.1% | +11.6% |
| 6M | +22.5% | +42.6% | -20.1% | +8.0% |
| YTD | +22.7% | +52.9% | -30.2% | +5.3% |
| 1Y | +28.3% | +64.5% | -36.2% | +6.7% |
| 3Y | +152.0% | +178.0% | -25.9% | +63.8% |
| 5Y | +115.4% | +402.8% | -287.3% | +6.4% |
| All | +213.7% | +694.8% | -481.1% | +23.2% |
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