+3,952.5%
FIX vs NVT
+699.2%
+3,253.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | 0.0% |
| 7D | +6.0% | +5.1% | +0.9% | +2.2% |
| 30D | -7.2% | -3.7% | -3.5% | -4.6% |
| 3M | -15.9% | -10.1% | -5.7% | -8.4% |
| 6M | +12.7% | +37.5% | -24.7% | -9.6% |
| YTD | +72.8% | +53.7% | +19.1% | +27.9% |
| 1Y | +122.9% | +70.9% | +52.0% | +53.9% |
| 3Y | +774.3% | +180.4% | +593.9% | +338.0% |
| 5Y | +2,049.5% | +393.5% | +1,656.0% | +645.8% |
| All | +3,952.5% | +699.2% | +3,253.3% | +968.8% |
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