+49.1%
APA vs NVT
+488.5%
-439.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +8.5% | +8.0% | +0.6% | +3.7% |
| 30D | +2.8% | -24.8% | +27.6% | +17.0% |
| 3M | +21.7% | -32.4% | +54.1% | +44.5% |
| 6M | +32.6% | -33.5% | +66.1% | +53.4% |
| YTD | +103.7% | +13.2% | +90.5% | +56.9% |
| 1Y | +101.8% | +9.0% | +92.8% | +57.8% |
| 3Y | +48.1% | +129.4% | -81.3% | -43.6% |
| 5Y | +91.9% | +230.1% | -138.2% | -50.3% |
| All | +49.1% | +488.5% | -439.3% | -72.0% |
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 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