+127.6%
NI vs NVT
+731.8%
-604.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.7% | -0.9% |
| 7D | 0.0% | +4.1% | -4.0% | -0.8% |
| 30D | -1.4% | -5.1% | +3.7% | -0.5% |
| 3M | -10.6% | -1.2% | -9.4% | -11.0% |
| 6M | -9.3% | +46.6% | -55.9% | -17.6% |
| YTD | +1.1% | +60.0% | -58.8% | -10.0% |
| 1Y | +3.4% | +70.8% | -67.4% | -9.8% |
| 3Y | +67.9% | +187.5% | -119.7% | +24.0% |
| 5Y | +98.0% | +426.1% | -328.2% | +21.2% |
| All | +127.6% | +731.8% | -604.2% | +15.0% |
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 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