-61.6%
JD vs NVT
+420.2%
-481.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.9% |
| 7D | -3.0% | +7.0% | -10.0% | -4.4% |
| 30D | -19.3% | -2.3% | -17.0% | -19.2% |
| 3M | -6.0% | -3.1% | -2.9% | -6.4% |
| 6M | +1.8% | +47.0% | -45.2% | -9.5% |
| YTD | -2.6% | +56.2% | -58.8% | -15.2% |
| 1Y | -17.4% | +74.5% | -92.0% | -30.8% |
| 3Y | -8.6% | +184.0% | -192.6% | -37.9% |
| 5Y | -61.6% | +410.8% | -472.4% | -80.3% |
| All | -61.6% | +420.2% | -481.8% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling