+116.8%
NDAQ vs NVT
+131.3%
-14.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.3% | +8.0% | -6.7% | +0.7% |
| 30D | +18.0% | -24.8% | +42.7% | +20.2% |
| 3M | +11.5% | -32.4% | +44.0% | +14.6% |
| 6M | +21.1% | -33.5% | +54.6% | +24.2% |
| YTD | +12.8% | +13.2% | -0.4% | +4.6% |
| 1Y | +25.7% | +9.0% | +16.7% | +17.2% |
| 3Y | +116.8% | +129.4% | -12.6% | +66.0% |
| All | +116.8% | +131.3% | -14.5% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling