+12.4%
NEE vs NVTS
-20.2%
+32.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -3.1% | -18.0% | +14.9% | -3.1% |
| 3M | -2.4% | -45.6% | +43.2% | -2.2% |
| 6M | -8.6% | +28.5% | -37.1% | -8.9% |
| YTD | +4.9% | +56.2% | -51.2% | +4.5% |
| 1Y | +19.4% | +97.7% | -78.3% | +18.8% |
| 3Y | +34.9% | +35.0% | -0.1% | +40.5% |
| All | +12.4% | -20.2% | +32.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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