+3.4%
EXC vs NVT
+73.8%
-70.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -1.8% |
| 7D | -0.7% | +5.1% | -5.7% | -0.3% |
| 30D | -4.6% | -3.7% | -0.9% | -4.8% |
| 3M | -2.2% | -10.1% | +7.9% | -2.4% |
| 6M | -10.6% | +37.5% | -48.0% | -8.6% |
| YTD | +1.9% | +53.7% | -51.8% | +5.0% |
| 1Y | +3.4% | +70.9% | -67.5% | +8.0% |
| All | +3.4% | +73.8% | -70.4% | +8.0% |
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