+50.8%
NDAQ vs NVT
+419.5%
-368.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -1.4% |
| 7D | -5.6% | +4.1% | -9.6% | -6.3% |
| 30D | -4.4% | -5.1% | +0.8% | -3.6% |
| 3M | +5.9% | -1.2% | +7.0% | +5.0% |
| 6M | +7.7% | +46.6% | -38.8% | -3.8% |
| YTD | -5.2% | +60.0% | -65.2% | -17.5% |
| 1Y | -3.4% | +70.8% | -74.2% | -18.0% |
| 3Y | +85.6% | +187.5% | -101.9% | +26.1% |
| All | +50.8% | +419.5% | -368.7% | -22.0% |
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 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