+162.2%
MAR vs NVT
+731.8%
-569.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | -0.4% |
| 7D | -0.5% | +4.1% | -4.6% | -2.5% |
| 30D | -5.4% | -5.1% | -0.3% | -3.7% |
| 3M | -15.5% | -1.2% | -14.3% | -17.3% |
| 6M | +3.0% | +46.6% | -43.6% | -19.0% |
| YTD | +8.5% | +60.0% | -51.5% | -19.3% |
| 1Y | +26.0% | +70.8% | -44.8% | -11.3% |
| 3Y | +68.6% | +187.5% | -118.9% | -19.4% |
| 5Y | +157.4% | +426.1% | -268.8% | -19.1% |
| All | +162.2% | +731.8% | -569.5% | -42.3% |
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 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