+163.4%
C vs NVT
+699.2%
-535.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.7% |
| 7D | +3.6% | +5.1% | -1.5% | +0.7% |
| 30D | +0.1% | -3.7% | +3.8% | +1.6% |
| 3M | +2.4% | -10.1% | +12.6% | +6.3% |
| 6M | +24.9% | +37.5% | -12.5% | -0.6% |
| YTD | +19.8% | +53.7% | -33.9% | -11.4% |
| 1Y | +44.9% | +70.9% | -26.0% | -1.2% |
| 3Y | +263.0% | +180.4% | +82.6% | +64.9% |
| 5Y | +129.5% | +393.5% | -263.9% | -33.5% |
| All | +163.4% | +699.2% | -535.9% | -46.5% |
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