-11.4%
JD vs NVT
+498.9%
-510.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.4% |
| 7D | +0.4% | +3.5% | -3.0% | -0.8% |
| 30D | +4.2% | -28.2% | +32.4% | +11.0% |
| 3M | -12.8% | -30.1% | +17.3% | -7.1% |
| 6M | -8.8% | -32.5% | +23.7% | -3.0% |
| YTD | +0.5% | +15.2% | -14.7% | -8.5% |
| 1Y | -8.8% | +7.2% | -15.9% | -15.6% |
| 3Y | +18.6% | +134.2% | -115.6% | -16.5% |
| 5Y | -62.2% | +238.3% | -300.6% | -76.8% |
| All | -11.4% | +498.9% | -510.3% | -56.9% |
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