-8.9%
JD vs NVT
+5.4%
-14.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | -4.0% | +17.4% | -21.4% | -3.7% |
| 30D | +2.7% | -28.4% | +31.0% | +2.9% |
| 3M | -13.0% | -32.4% | +19.4% | -12.7% |
| 6M | -12.7% | -32.2% | +19.4% | -12.1% |
| YTD | -0.8% | +14.0% | -14.8% | -5.5% |
| 1Y | -8.9% | +4.3% | -13.2% | -12.8% |
| All | -8.9% | +5.4% | -14.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling