-3.6%
COST vs NVT
+73.8%
-77.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.7% |
| 7D | -3.1% | +5.1% | -8.2% | -2.5% |
| 30D | -2.8% | -3.7% | +0.9% | -3.1% |
| 3M | -5.7% | -10.1% | +4.5% | -6.1% |
| 6M | -8.8% | +37.5% | -46.2% | -6.0% |
| YTD | +6.7% | +53.7% | -47.1% | +11.4% |
| 1Y | -3.6% | +70.9% | -74.5% | +3.6% |
| All | -3.6% | +73.8% | -77.4% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling