+156.3%
ALL vs NVT
+231.2%
-74.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +2.9% |
| 7D | -0.1% | -13.0% | +12.8% | +0.3% |
| 30D | +13.8% | -32.7% | +46.5% | +15.8% |
| 3M | -2.8% | -30.6% | +27.8% | -1.5% |
| 6M | +23.7% | -33.6% | +57.3% | +25.3% |
| YTD | +27.3% | +11.0% | +16.3% | +20.0% |
| 1Y | +30.5% | +0.8% | +29.8% | +24.7% |
| 3Y | +113.0% | +125.7% | -12.7% | +60.9% |
| All | +156.3% | +231.2% | -74.9% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling