+506.6%
APP vs NVT
+324.8%
+181.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +61.1% | -13.0% | +74.1% | +67.4% |
| 30D | +42.8% | -32.7% | +75.5% | +68.1% |
| 3M | +16.7% | -30.6% | +47.3% | +32.1% |
| 6M | -15.6% | -33.6% | +18.0% | -4.7% |
| YTD | -41.3% | +11.0% | -52.3% | -53.7% |
| 1Y | -39.3% | +0.8% | -40.0% | -48.9% |
| 3Y | +803.2% | +125.7% | +677.5% | +316.5% |
| 5Y | +313.2% | +231.1% | +82.0% | +35.1% |
| All | +506.6% | +324.8% | +181.8% | +104.3% |
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