+71.0%
F vs NVT
+477.1%
-406.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.2% |
| 7D | -0.2% | -13.0% | +12.7% | +4.4% |
| 30D | +0.9% | -32.7% | +33.6% | +16.9% |
| 3M | -11.3% | -30.6% | +19.3% | -0.1% |
| 6M | +2.0% | -33.6% | +35.6% | +15.4% |
| YTD | -3.2% | +11.0% | -14.2% | -17.0% |
| 1Y | -3.5% | +0.8% | -4.2% | -13.5% |
| 3Y | +48.1% | +125.7% | -77.6% | -22.9% |
| 5Y | -13.5% | +231.1% | -244.6% | -65.2% |
| All | +71.0% | +477.1% | -406.1% | -52.8% |
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