+110.1%
EXC vs NVT
+699.2%
-589.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | +0.3% | +5.1% | -4.8% | -0.6% |
| 30D | -3.7% | -3.7% | 0.0% | -3.2% |
| 3M | -1.3% | -10.1% | +8.9% | -0.2% |
| 6M | -9.7% | +37.5% | -47.2% | -16.5% |
| YTD | +2.9% | +53.7% | -50.8% | -7.3% |
| 1Y | +4.4% | +70.9% | -66.5% | -8.7% |
| 3Y | +22.2% | +180.4% | -158.2% | -10.9% |
| 5Y | +46.7% | +393.5% | -346.8% | -14.1% |
| All | +110.1% | +699.2% | -589.1% | -5.6% |
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 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