-11.4%
MSCI vs NVT
+425.5%
-436.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -8.0% | -4.7% |
| 7D | -2.1% | +10.4% | -12.4% | -4.3% |
| 30D | -1.7% | -1.3% | -0.5% | -1.8% |
| 3M | -8.2% | -0.6% | -7.6% | -9.5% |
| 6M | -2.4% | +53.8% | -56.2% | -16.8% |
| YTD | -2.8% | +60.2% | -63.0% | -18.6% |
| 1Y | -2.7% | +76.8% | -79.4% | -22.1% |
| 3Y | +7.3% | +191.2% | -183.9% | -37.4% |
| 5Y | -11.4% | +430.9% | -442.4% | -65.8% |
| All | -11.4% | +425.5% | -436.9% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling