+53.9%
F vs NVT
+394.8%
-340.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.5% |
| 7D | +5.3% | +5.1% | +0.2% | +3.4% |
| 30D | +4.6% | -3.7% | +8.3% | +5.6% |
| 3M | -3.7% | -10.1% | +6.5% | -1.2% |
| 6M | +16.8% | +37.5% | -20.6% | -1.2% |
| YTD | +15.3% | +53.7% | -38.4% | -7.7% |
| 1Y | +31.0% | +70.9% | -39.9% | -1.2% |
| 3Y | +45.4% | +180.4% | -135.0% | -25.9% |
| All | +53.9% | +394.8% | -340.8% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling