+164.4%
IR vs NVT
+699.2%
-534.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | 0.0% |
| 7D | -2.8% | +5.1% | -7.9% | -5.3% |
| 30D | -15.1% | -3.7% | -11.4% | -14.0% |
| 3M | +6.1% | -10.1% | +16.2% | +9.6% |
| 6M | -16.8% | +37.5% | -54.3% | -32.7% |
| YTD | -3.5% | +53.7% | -57.3% | -27.1% |
| 1Y | -3.5% | +70.9% | -74.4% | -32.3% |
| 3Y | +9.5% | +180.4% | -170.9% | -47.3% |
| 5Y | +45.1% | +393.5% | -348.4% | -51.9% |
| All | +164.4% | +699.2% | -534.9% | -34.3% |
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