+8.2%
MSCI vs NVT
+227.9%
-219.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | +2.7% | -13.0% | +15.7% | +4.8% |
| 30D | +16.2% | -32.7% | +48.9% | +24.4% |
| 3M | +17.1% | -30.6% | +47.7% | +23.6% |
| 6M | +13.0% | -33.6% | +46.6% | +19.1% |
| YTD | +15.8% | +11.0% | +4.8% | +2.6% |
| 1Y | +15.5% | +0.8% | +14.7% | +5.3% |
| 3Y | +32.3% | +125.7% | -93.4% | -24.4% |
| 5Y | +8.2% | +231.1% | -223.0% | -55.9% |
| All | +8.2% | +227.9% | -219.7% | -55.9% |
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