-16.8%
IR vs NVT
+38.1%
-54.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +8.4% |
| 6M | -16.8% | +37.5% | -54.3% | -31.5% |
| All | -16.8% | +38.1% | -54.9% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling