+82.3%
CI vs NVT
+731.8%
-649.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.2% |
| 7D | -0.1% | +4.1% | -4.1% | -1.1% |
| 30D | +1.8% | -5.1% | +6.9% | +2.7% |
| 3M | -4.2% | -1.2% | -3.1% | -5.2% |
| 6M | +8.8% | +46.6% | -37.7% | -4.5% |
| YTD | +3.7% | +60.0% | -56.3% | -11.7% |
| 1Y | -6.1% | +70.8% | -76.9% | -22.3% |
| 3Y | +4.5% | +187.5% | -183.1% | -33.4% |
| 5Y | +50.5% | +426.1% | -375.6% | -29.7% |
| All | +82.3% | +731.8% | -649.5% | -35.9% |
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