+107.7%
COST vs NVT
+419.5%
-311.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -0.3% |
| 7D | -1.2% | +4.1% | -5.3% | -1.7% |
| 30D | -4.7% | -5.1% | +0.4% | -4.2% |
| 3M | -7.1% | -1.2% | -6.0% | -7.5% |
| 6M | -8.5% | +46.6% | -55.1% | -15.6% |
| YTD | +5.4% | +60.0% | -54.6% | -4.7% |
| 1Y | -5.6% | +70.8% | -76.4% | -16.4% |
| 3Y | +68.5% | +187.5% | -119.1% | +23.7% |
| All | +107.7% | +419.5% | -311.8% | +20.3% |
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