+152.5%
IR vs NVT
+731.8%
-579.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | -2.6% |
| 7D | -4.5% | +4.1% | -8.6% | -6.6% |
| 30D | -13.9% | -5.1% | -8.8% | -12.1% |
| 3M | -0.3% | -1.2% | +0.8% | -2.1% |
| 6M | -14.3% | +46.6% | -60.9% | -33.1% |
| YTD | -7.9% | +60.0% | -67.9% | -31.9% |
| 1Y | -9.9% | +70.8% | -80.7% | -36.7% |
| 3Y | +6.5% | +187.5% | -181.0% | -49.3% |
| 5Y | +34.0% | +426.1% | -392.1% | -57.1% |
| All | +152.5% | +731.8% | -579.3% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling