+259.5%
NDAQ vs NVT
+731.8%
-472.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -2.0% |
| 7D | -5.9% | +4.1% | -9.9% | -6.8% |
| 30D | -4.7% | -5.1% | +0.5% | -3.7% |
| 3M | +5.5% | -1.2% | +6.7% | +4.4% |
| 6M | +7.4% | +46.6% | -39.2% | -5.6% |
| YTD | -5.5% | +60.0% | -65.5% | -19.2% |
| 1Y | -3.7% | +70.8% | -74.5% | -19.8% |
| 3Y | +85.0% | +187.5% | -102.6% | +25.6% |
| 5Y | +49.0% | +426.1% | -377.2% | -18.2% |
| All | +259.5% | +731.8% | -472.3% | +62.6% |
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