-14.0%
JD vs NVT
+694.8%
-708.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -2.6% | +2.0% | -4.6% | -3.1% |
| 30D | -15.4% | -7.2% | -8.2% | -14.1% |
| 3M | -5.0% | -0.9% | -4.1% | -6.1% |
| 6M | +0.9% | +42.6% | -41.7% | -10.3% |
| YTD | -2.5% | +52.9% | -55.4% | -15.4% |
| 1Y | -16.0% | +64.5% | -80.5% | -29.0% |
| 3Y | -8.5% | +178.0% | -186.5% | -36.5% |
| 5Y | -61.8% | +402.8% | -464.5% | -78.4% |
| All | -14.0% | +694.8% | -708.9% | -60.2% |
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