+300.1%
JPM vs NVT
+732.7%
-432.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.2% |
| 7D | -0.4% | +10.4% | -10.8% | -4.6% |
| 30D | -1.1% | -1.3% | +0.2% | -1.1% |
| 3M | +14.1% | -0.6% | +14.8% | +12.2% |
| 6M | +23.3% | +53.8% | -30.5% | -2.4% |
| YTD | +11.3% | +60.2% | -48.9% | -14.2% |
| 1Y | +23.0% | +76.8% | -53.8% | -10.6% |
| 3Y | +162.6% | +191.2% | -28.7% | +36.3% |
| 5Y | +152.8% | +430.9% | -278.2% | -10.2% |
| All | +300.1% | +732.7% | -432.7% | +6.3% |
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 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