-10.0%
LOW vs NVT
+178.0%
-188.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -2.6% | +2.0% | -4.7% | -2.9% |
| 30D | -11.1% | -7.2% | -4.0% | -10.5% |
| 3M | -8.5% | -0.9% | -7.6% | -9.1% |
| 6M | -20.8% | +42.6% | -63.4% | -26.7% |
| YTD | -17.2% | +52.9% | -70.1% | -24.6% |
| 1Y | -24.7% | +64.5% | -89.2% | -32.9% |
| All | -10.0% | +178.0% | -188.0% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling