+448.7%
FIX vs NVT
+118.7%
+330.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.5% | -1.8% |
| 7D | -17.5% | -15.7% | -1.8% | -3.3% |
| 30D | -41.6% | -36.6% | -5.0% | -11.8% |
| 3M | -40.6% | -34.8% | -5.7% | -12.8% |
| 6M | -49.4% | -38.2% | -11.1% | -22.0% |
| YTD | +9.2% | +4.8% | +4.3% | +3.4% |
| 1Y | +6.5% | -2.8% | +9.2% | +8.3% |
| 3Y | +448.7% | +119.5% | +329.2% | +159.4% |
| All | +448.7% | +118.7% | +330.0% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling