+103.6%
F vs NVT
+699.2%
-595.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.3% |
| 7D | +5.3% | +5.1% | +0.2% | +2.9% |
| 30D | +4.6% | -3.7% | +8.3% | +5.8% |
| 3M | -3.7% | -10.1% | +6.5% | -0.9% |
| 6M | +16.8% | +37.5% | -20.6% | -4.2% |
| YTD | +15.3% | +53.7% | -38.4% | -11.2% |
| 1Y | +31.0% | +70.9% | -39.9% | -5.7% |
| 3Y | +45.4% | +180.4% | -135.0% | -27.7% |
| 5Y | +54.7% | +393.5% | -338.8% | -46.4% |
| All | +103.6% | +699.2% | -595.6% | -49.5% |
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