+292.6%
APP vs NVT
+201.4%
+91.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.0% | +1.9% | +6.2% |
| 7D | +71.2% | -15.7% | +86.9% | +80.6% |
| 30D | +39.1% | -36.6% | +75.7% | +69.6% |
| 3M | +16.5% | -34.8% | +51.4% | +36.7% |
| 6M | -16.6% | -38.2% | +21.7% | -2.1% |
| YTD | -41.9% | +4.8% | -46.8% | -54.0% |
| 1Y | -37.0% | -2.8% | -34.2% | -47.2% |
| 3Y | +892.4% | +119.5% | +772.9% | +317.1% |
| All | +292.6% | +201.4% | +91.2% | +9.5% |
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