+108.9%
EXC vs NVT
+694.8%
-585.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -1.6% | +2.0% | -3.7% | -2.0% |
| 30D | -2.4% | -7.2% | +4.8% | -1.3% |
| 3M | -4.0% | -0.9% | -3.1% | -4.6% |
| 6M | -9.8% | +42.6% | -52.4% | -17.2% |
| YTD | +2.3% | +52.9% | -50.6% | -7.8% |
| 1Y | +3.8% | +64.5% | -60.6% | -8.5% |
| 3Y | +19.7% | +178.0% | -158.2% | -12.6% |
| 5Y | +45.6% | +402.8% | -357.2% | -15.4% |
| All | +108.9% | +694.8% | -585.9% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling