+243.5%
NEM vs NVT
+178.0%
+65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -3.3% | +2.0% | -5.3% | -3.8% |
| 30D | +7.8% | -7.2% | +15.0% | +9.4% |
| 3M | +36.3% | -0.9% | +37.2% | +35.6% |
| 6M | +6.6% | +42.6% | -36.0% | -1.5% |
| YTD | +27.1% | +52.9% | -25.7% | +16.3% |
| 1Y | +62.3% | +64.5% | -2.1% | +46.7% |
| All | +243.5% | +178.0% | +65.5% | +180.6% |
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