+92.4%
CI vs NVT
+492.6%
-400.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -1.7% | +17.4% | -19.1% | -5.1% |
| 30D | +4.9% | -28.4% | +33.2% | +11.3% |
| 3M | +7.4% | -32.4% | +39.8% | +14.7% |
| 6M | +0.4% | -32.2% | +32.5% | +5.8% |
| YTD | +9.5% | +14.0% | -4.5% | -1.3% |
| 1Y | +12.0% | +4.3% | +7.7% | +3.1% |
| 3Y | +7.1% | +131.7% | -124.6% | -31.1% |
| 5Y | +49.3% | +232.4% | -183.1% | -21.6% |
| All | +92.4% | +492.6% | -400.3% | -28.4% |
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