+214.2%
ARM vs NVT
+112.4%
+101.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.9% |
| 7D | +19.8% | +17.4% | +2.4% | +5.1% |
| 30D | -21.8% | -28.4% | +6.6% | +2.1% |
| 3M | -26.5% | -32.4% | +5.9% | +0.8% |
| 6M | -3.9% | -32.2% | +28.2% | +33.1% |
| YTD | +82.8% | +14.0% | +68.8% | +66.2% |
| 1Y | +34.3% | +4.3% | +30.0% | +30.6% |
| 3Y | +282.2% | +131.7% | +150.5% | +71.3% |
| All | +214.2% | +112.4% | +101.8% | +51.3% |
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