+157.6%
MAR vs NVT
+732.7%
-575.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -4.2% |
| 7D | -1.7% | +10.4% | -12.1% | -6.2% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -15.8% | -0.6% | -15.2% | -17.8% |
| 6M | +1.9% | +53.8% | -51.8% | -21.7% |
| YTD | +6.6% | +60.2% | -53.6% | -20.7% |
| 1Y | +23.7% | +76.8% | -53.1% | -14.5% |
| 3Y | +64.6% | +191.2% | -126.6% | -21.9% |
| 5Y | +156.4% | +430.9% | -274.6% | -19.8% |
| All | +157.6% | +732.7% | -575.1% | -43.3% |
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