+2,702.1%
FIX vs NVT
+488.5%
+2,213.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +9.4% | +8.0% | +1.5% | +3.5% |
| 30D | -27.8% | -24.8% | -3.0% | -10.4% |
| 3M | -35.6% | -32.4% | -3.1% | -13.5% |
| 6M | -45.2% | -33.5% | -11.8% | -25.3% |
| YTD | +19.5% | +13.2% | +6.3% | +11.3% |
| 1Y | +24.2% | +9.0% | +15.3% | +19.3% |
| 3Y | +494.2% | +129.4% | +364.8% | +252.6% |
| 5Y | +1,036.1% | +230.1% | +806.1% | +425.9% |
| All | +2,702.1% | +488.5% | +2,213.6% | +830.7% |
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