+194.6%
IR vs NVT
+488.5%
-293.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.5% | +8.0% | -5.5% | -1.3% |
| 30D | +9.2% | -24.8% | +33.9% | +22.9% |
| 3M | +0.9% | -32.4% | +33.4% | +18.4% |
| 6M | +19.2% | -33.5% | +52.7% | +38.2% |
| YTD | +7.5% | +13.2% | -5.7% | -8.4% |
| 1Y | +11.7% | +9.0% | +2.8% | -3.2% |
| 3Y | +23.9% | +129.4% | -105.5% | -36.9% |
| 5Y | +46.4% | +230.1% | -183.7% | -41.7% |
| All | +194.6% | +488.5% | -293.9% | -17.4% |
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