+4,048.5%
FIX vs NVT
+732.7%
+3,315.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | -0.7% |
| 7D | +6.1% | +10.4% | -4.3% | -1.4% |
| 30D | -2.7% | -1.3% | -1.4% | -1.7% |
| 3M | -10.9% | -0.6% | -10.3% | -9.8% |
| 6M | +29.0% | +53.8% | -24.8% | -4.7% |
| YTD | +76.9% | +60.2% | +16.7% | +27.0% |
| 1Y | +130.7% | +76.8% | +54.0% | +55.3% |
| 3Y | +790.7% | +191.2% | +599.4% | +334.1% |
| 5Y | +2,185.6% | +430.9% | +1,754.6% | +654.5% |
| All | +4,048.5% | +732.7% | +3,315.7% | +961.3% |
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