+72.7%
F vs NVT
+498.9%
-426.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.8% |
| 7D | -2.1% | +3.5% | -5.6% | -4.4% |
| 30D | +3.3% | -28.2% | +31.5% | +16.3% |
| 3M | -11.3% | -30.1% | +18.7% | -0.3% |
| 6M | +5.3% | -32.5% | +37.8% | +18.4% |
| YTD | -2.2% | +15.2% | -17.4% | -17.5% |
| 1Y | -3.5% | +7.2% | -10.7% | -16.1% |
| 3Y | +49.5% | +134.2% | -84.7% | -23.4% |
| 5Y | -13.5% | +238.3% | -251.8% | -65.4% |
| All | +72.7% | +498.9% | -426.2% | -53.1% |
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