+303.1%
JPM vs NVT
+731.8%
-428.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -1.2% |
| 7D | -0.7% | +4.1% | -4.7% | -2.5% |
| 30D | -2.5% | -5.1% | +2.7% | -0.8% |
| 3M | +14.1% | -1.2% | +15.3% | +12.5% |
| 6M | +25.1% | +46.6% | -21.5% | +1.2% |
| YTD | +12.1% | +60.0% | -47.9% | -13.5% |
| 1Y | +18.8% | +70.8% | -52.0% | -12.2% |
| 3Y | +163.4% | +187.5% | -24.1% | +37.6% |
| 5Y | +156.5% | +426.1% | -269.6% | -8.5% |
| All | +303.1% | +731.8% | -428.6% | +7.1% |
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