-3.5%
IR vs NVT
+73.8%
-77.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -2.8% | +5.1% | -7.9% | -3.9% |
| 30D | -15.1% | -3.7% | -11.4% | -14.6% |
| 3M | +6.1% | -10.1% | +16.2% | +8.2% |
| 6M | -16.8% | +37.5% | -54.3% | -26.2% |
| YTD | -3.5% | +53.7% | -57.3% | -16.2% |
| 1Y | -3.5% | +70.9% | -74.4% | -20.9% |
| All | -3.5% | +73.8% | -77.3% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling