+296.4%
NEM vs NVT
+712.1%
-415.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +3.1% | +7.0% | -3.9% | +2.0% |
| 30D | +10.0% | -2.3% | +12.3% | +10.2% |
| 3M | +30.9% | -3.1% | +34.0% | +31.0% |
| 6M | +10.5% | +47.0% | -36.5% | +4.7% |
| YTD | +29.7% | +56.2% | -26.5% | +22.2% |
| 1Y | +71.1% | +74.5% | -3.4% | +59.1% |
| 3Y | +252.1% | +184.0% | +68.1% | +206.6% |
| 5Y | +157.7% | +410.8% | -253.0% | +110.9% |
| All | +296.4% | +712.1% | -415.7% | +201.5% |
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