+37.5%
F vs NVT
+193.5%
-156.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.4% | -5.2% |
| 7D | +1.2% | +10.4% | -9.2% | -1.2% |
| 30D | +1.2% | -1.3% | +2.5% | +1.2% |
| 3M | -5.7% | -0.6% | -5.0% | -6.4% |
| 6M | +17.9% | +53.8% | -35.8% | +3.0% |
| YTD | +10.4% | +60.2% | -49.8% | -4.8% |
| 1Y | +25.3% | +76.8% | -51.4% | +4.5% |
| 3Y | +37.5% | +191.2% | -153.8% | -17.8% |
| All | +37.5% | +193.5% | -156.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling