+2,701.5%
FIX vs NVT
+487.2%
+2,214.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +3.6% |
| 7D | -7.2% | -7.5% | +0.2% | -1.1% |
| 30D | -35.1% | -31.5% | -3.6% | -13.7% |
| 3M | -34.3% | -30.4% | -3.9% | -13.7% |
| 6M | -42.9% | -32.5% | -10.5% | -23.0% |
| YTD | +19.5% | +12.9% | +6.5% | +11.4% |
| 1Y | +16.8% | +3.7% | +13.1% | +16.2% |
| 3Y | +506.7% | +135.8% | +370.9% | +253.8% |
| 5Y | +1,046.7% | +232.7% | +814.0% | +428.1% |
| All | +2,701.5% | +487.2% | +2,214.3% | +831.5% |
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