+185.4%
ARM vs NVT
+106.8%
+78.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.2% |
| 7D | -10.4% | -13.0% | +2.6% | -0.2% |
| 30D | -31.8% | -32.7% | +0.9% | -6.5% |
| 3M | -32.2% | -30.6% | -1.6% | -9.3% |
| 6M | -14.9% | -33.6% | +18.7% | +19.8% |
| YTD | +66.0% | +11.0% | +55.0% | +54.0% |
| 1Y | +17.2% | +0.8% | +16.4% | +17.0% |
| 3Y | +247.2% | +125.7% | +121.5% | +58.7% |
| All | +185.4% | +106.8% | +78.6% | +40.2% |
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