+199.6%
ARM vs NVT
+110.9%
+88.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.0% |
| 7D | +9.1% | +8.0% | +1.1% | +2.7% |
| 30D | -19.9% | -24.8% | +4.8% | +0.3% |
| 3M | -31.6% | -32.4% | +0.8% | -6.2% |
| 6M | -13.9% | -33.5% | +19.6% | +21.1% |
| YTD | +74.3% | +13.2% | +61.1% | +59.5% |
| 1Y | +35.8% | +9.0% | +26.8% | +27.3% |
| 3Y | +268.6% | +129.4% | +139.2% | +66.5% |
| All | +199.6% | +110.9% | +88.7% | +45.2% |
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