+42.7%
CI vs NVT
+420.2%
-377.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -1.1% | +7.0% | -8.1% | -1.4% |
| 30D | +0.5% | -2.3% | +2.8% | +0.5% |
| 3M | -5.2% | -3.1% | -2.1% | -5.2% |
| 6M | +4.3% | +47.0% | -42.7% | +0.8% |
| YTD | +2.8% | +56.2% | -53.4% | -1.2% |
| 1Y | -5.8% | +74.5% | -80.3% | -10.6% |
| 3Y | +4.7% | +184.0% | -179.3% | -11.6% |
| 5Y | +42.7% | +410.8% | -368.1% | -3.8% |
| All | +42.7% | +420.2% | -377.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling