+76.1%
CME vs NVT
+420.2%
-344.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.6% | +7.0% | -7.6% | -0.7% |
| 30D | +4.7% | -2.3% | +7.0% | +4.7% |
| 3M | +7.8% | -3.1% | +10.9% | +7.8% |
| 6M | -11.0% | +47.0% | -58.0% | -12.6% |
| YTD | +4.0% | +56.2% | -52.2% | +1.7% |
| 1Y | +9.1% | +74.5% | -65.4% | +5.7% |
| 3Y | +52.3% | +184.0% | -131.7% | +34.8% |
| 5Y | +76.1% | +410.8% | -334.7% | +29.1% |
| All | +76.1% | +420.2% | -344.1% | +29.1% |
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