+87.3%
F vs NVT
+712.1%
-624.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.8% |
| 7D | -4.9% | +7.0% | -11.9% | -7.9% |
| 30D | -2.9% | -2.3% | -0.6% | -2.5% |
| 3M | -9.1% | -3.1% | -6.0% | -9.9% |
| 6M | +12.9% | +47.0% | -34.1% | -10.5% |
| YTD | +6.1% | +56.2% | -50.1% | -19.0% |
| 1Y | +22.5% | +74.5% | -52.0% | -12.8% |
| 3Y | +32.1% | +184.0% | -152.0% | -34.8% |
| 5Y | +43.7% | +410.8% | -367.0% | -51.1% |
| All | +87.3% | +712.1% | -624.8% | -53.9% |
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