+216.1%
C vs NVT
+130.1%
+86.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.8% |
| 7D | -0.4% | -13.0% | +12.6% | +3.3% |
| 30D | -5.2% | -32.7% | +27.5% | +6.3% |
| 3M | -9.1% | -30.6% | +21.5% | +0.1% |
| 6M | -1.6% | -33.6% | +32.0% | +8.9% |
| YTD | +6.9% | +11.0% | -4.1% | -4.1% |
| 1Y | +23.0% | +0.8% | +22.2% | +14.2% |
| 3Y | +216.1% | +125.7% | +90.5% | +98.2% |
| All | +216.1% | +130.1% | +86.0% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling