+193.0%
ARM vs NVT
+110.4%
+82.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.7% | -1.0% | +0.3% |
| 7D | -5.3% | -7.5% | +2.2% | +0.1% |
| 30D | -30.0% | -31.5% | +1.5% | -5.4% |
| 3M | -34.1% | -30.4% | -3.7% | -12.0% |
| 6M | -12.6% | -32.5% | +19.8% | +21.2% |
| YTD | +70.4% | +12.9% | +57.5% | +55.8% |
| 1Y | +22.3% | +3.7% | +18.5% | +19.1% |
| 3Y | +261.2% | +135.8% | +125.4% | +59.9% |
| All | +193.0% | +110.4% | +82.5% | +41.8% |
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