+74.4%
F vs NVT
+487.2%
-412.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -2.6% |
| 7D | -0.6% | -7.5% | +6.9% | +1.1% |
| 30D | +2.9% | -31.5% | +34.4% | +18.4% |
| 3M | -9.5% | -30.4% | +20.9% | +2.0% |
| 6M | +4.0% | -32.5% | +36.5% | +16.8% |
| YTD | -1.3% | +12.9% | -14.2% | -16.0% |
| 1Y | -1.9% | +3.7% | -5.7% | -13.4% |
| 3Y | +53.5% | +135.8% | -82.3% | -21.9% |
| 5Y | -15.1% | +232.7% | -247.8% | -65.8% |
| All | +74.4% | +487.2% | -412.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling