-10.1%
JD vs NVT
+699.2%
-709.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.2% |
| 7D | -1.7% | +5.1% | -6.8% | -2.9% |
| 30D | -13.2% | -3.7% | -9.4% | -12.7% |
| 3M | -3.2% | -10.1% | +7.0% | -1.8% |
| 6M | +15.2% | +37.5% | -22.2% | +3.4% |
| YTD | +2.0% | +53.7% | -51.8% | -11.6% |
| 1Y | -5.4% | +70.9% | -76.2% | -20.8% |
| 3Y | -9.1% | +180.4% | -189.5% | -37.1% |
| 5Y | -59.6% | +393.5% | -453.1% | -77.0% |
| All | -10.1% | +699.2% | -709.3% | -58.4% |
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