+424.2%
COST vs NVT
+712.1%
-287.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | -0.5% |
| 7D | -2.8% | +7.0% | -9.8% | -3.7% |
| 30D | -5.3% | -2.3% | -2.9% | -5.1% |
| 3M | -6.7% | -3.1% | -3.6% | -6.9% |
| 6M | -9.9% | +47.0% | -57.0% | -16.9% |
| YTD | +5.1% | +56.2% | -51.1% | -4.3% |
| 1Y | -7.3% | +74.5% | -81.8% | -17.8% |
| 3Y | +70.4% | +184.0% | -113.6% | +32.9% |
| 5Y | +104.4% | +410.8% | -306.4% | +39.9% |
| All | +424.2% | +712.1% | -287.9% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling