+177.0%
LOW vs NVT
+731.8%
-554.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -1.4% |
| 7D | -3.7% | +4.1% | -7.8% | -5.1% |
| 30D | -8.9% | -5.1% | -3.7% | -7.7% |
| 3M | -10.4% | -1.2% | -9.2% | -11.7% |
| 6M | -19.4% | +46.6% | -66.0% | -32.2% |
| YTD | -17.1% | +60.0% | -77.1% | -33.0% |
| 1Y | -26.3% | +70.8% | -97.1% | -42.7% |
| 3Y | -9.9% | +187.5% | -197.4% | -47.5% |
| 5Y | +6.1% | +426.1% | -420.0% | -54.9% |
| All | +177.0% | +731.8% | -554.8% | -10.6% |
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