+31.0%
APA vs NVT
+699.2%
-668.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -4.7% |
| 7D | +0.5% | +5.1% | -4.5% | -2.6% |
| 30D | +23.4% | -3.7% | +27.1% | +24.9% |
| 3M | +12.7% | -10.1% | +22.8% | +15.7% |
| 6M | +39.4% | +37.5% | +2.0% | +3.8% |
| YTD | +79.0% | +53.7% | +25.2% | +21.2% |
| 1Y | +88.8% | +70.9% | +18.0% | +15.3% |
| 3Y | +6.4% | +180.4% | -174.0% | -61.6% |
| 5Y | +153.0% | +393.5% | -240.5% | -47.4% |
| All | +31.0% | +699.2% | -668.2% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling