+259.8%
B vs NVT
+477.1%
-217.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.9% |
| 7D | +7.1% | -13.0% | +20.1% | +8.5% |
| 30D | -3.3% | -32.7% | +29.4% | +0.9% |
| 3M | -2.5% | -30.6% | +28.1% | +1.2% |
| 6M | -7.2% | -33.6% | +26.4% | -3.3% |
| YTD | -7.4% | +11.0% | -18.4% | -8.5% |
| 1Y | +16.4% | +0.8% | +15.7% | +15.9% |
| 3Y | +178.7% | +125.7% | +53.0% | +158.1% |
| 5Y | +121.7% | +231.1% | -109.4% | +98.6% |
| All | +259.8% | +477.1% | -217.4% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling