+290.5%
NEM vs NVT
+731.8%
-441.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -1.6% |
| 30D | +7.8% | -5.1% | +13.0% | +8.5% |
| 3M | +30.2% | -1.2% | +31.4% | +29.9% |
| 6M | +9.6% | +46.6% | -37.0% | +3.9% |
| YTD | +27.8% | +60.0% | -32.2% | +20.0% |
| 1Y | +60.7% | +70.8% | -10.1% | +49.6% |
| 3Y | +245.3% | +187.5% | +57.7% | +199.9% |
| 5Y | +155.3% | +426.1% | -270.8% | +108.1% |
| All | +290.5% | +731.8% | -441.2% | +196.0% |
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 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