+0.3%
CI vs NVT
+38.1%
-37.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.0% |
| 7D | +1.3% | +5.1% | -3.8% | +1.8% |
| 30D | +4.4% | -3.7% | +8.2% | +4.1% |
| 3M | +0.7% | -10.1% | +10.8% | +0.7% |
| 6M | +0.3% | +37.5% | -37.1% | -3.7% |
| All | +0.3% | +38.1% | -37.8% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling