+179.5%
LOW vs NVT
+712.1%
-532.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -0.6% | +7.0% | -7.6% | -2.9% |
| 30D | -9.3% | -2.3% | -6.9% | -9.0% |
| 3M | -8.1% | -3.1% | -5.0% | -8.8% |
| 6M | -19.8% | +47.0% | -66.8% | -32.6% |
| YTD | -16.4% | +56.2% | -72.6% | -31.9% |
| 1Y | -24.7% | +74.5% | -99.2% | -42.0% |
| 3Y | -8.8% | +184.0% | -192.8% | -46.8% |
| 5Y | +7.8% | +410.8% | -403.0% | -53.6% |
| All | +179.5% | +712.1% | -532.6% | -9.0% |
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