+195.4%
IR vs NVT
+492.6%
-297.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +4.3% | +17.4% | -13.2% | -3.8% |
| 30D | +8.1% | -28.4% | +36.4% | +24.6% |
| 3M | +0.7% | -32.4% | +33.1% | +18.2% |
| 6M | +16.6% | -32.2% | +48.8% | +33.8% |
| YTD | +7.8% | +14.0% | -6.2% | -8.4% |
| 1Y | +9.9% | +4.3% | +5.6% | -2.5% |
| 3Y | +25.2% | +131.7% | -106.5% | -36.6% |
| 5Y | +46.8% | +232.4% | -185.6% | -41.7% |
| All | +195.4% | +492.6% | -297.2% | -17.5% |
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