+2,460.6%
FIX vs NVT
+445.0%
+2,015.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.5% | -0.5% |
| 7D | -17.5% | -15.7% | -1.8% | -5.8% |
| 30D | -41.6% | -36.6% | -5.0% | -17.8% |
| 3M | -40.6% | -34.8% | -5.7% | -18.2% |
| 6M | -49.4% | -38.2% | -11.1% | -27.1% |
| YTD | +9.2% | +4.8% | +4.3% | +7.5% |
| 1Y | +6.5% | -2.8% | +9.2% | +11.1% |
| 3Y | +448.7% | +119.5% | +329.2% | +237.2% |
| 5Y | +948.7% | +204.7% | +744.0% | +414.0% |
| All | +2,460.6% | +445.0% | +2,015.6% | +798.9% |
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