+138.6%
C vs NVT
+492.6%
-354.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.4% |
| 7D | +4.7% | +17.4% | -12.7% | -4.1% |
| 30D | +0.2% | -28.4% | +28.5% | +16.4% |
| 3M | -9.3% | -32.4% | +23.1% | +7.3% |
| 6M | -0.8% | -32.2% | +31.3% | +14.8% |
| YTD | +8.5% | +14.0% | -5.5% | -9.4% |
| 1Y | +23.1% | +4.3% | +18.8% | +7.7% |
| 3Y | +220.8% | +131.7% | +89.0% | +53.9% |
| 5Y | +112.4% | +232.4% | -120.0% | -24.9% |
| All | +138.6% | +492.6% | -354.1% | -45.3% |
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