+274.6%
NDAQ vs NVT
+732.7%
-458.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.9% |
| 7D | -2.6% | +10.4% | -12.9% | -4.9% |
| 30D | +0.5% | -1.3% | +1.8% | +0.5% |
| 3M | +9.9% | -0.6% | +10.5% | +8.6% |
| 6M | +8.2% | +53.8% | -45.6% | -6.1% |
| YTD | -1.5% | +60.2% | -61.7% | -15.8% |
| 1Y | +1.3% | +76.8% | -75.5% | -16.4% |
| 3Y | +92.6% | +191.2% | -98.7% | +30.3% |
| 5Y | +53.8% | +430.9% | -377.1% | -15.7% |
| All | +274.6% | +732.7% | -458.1% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling