+122.1%
NOK vs NVT
+731.8%
-609.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +3.2% |
| 7D | +11.0% | +4.1% | +6.9% | +9.5% |
| 30D | +7.8% | -5.1% | +13.0% | +9.8% |
| 3M | -21.0% | -1.2% | -19.8% | -20.5% |
| 6M | +40.9% | +46.6% | -5.7% | +25.6% |
| YTD | +72.0% | +60.0% | +12.0% | +48.6% |
| 1Y | +140.9% | +70.8% | +70.1% | +102.6% |
| 3Y | +194.3% | +187.5% | +6.7% | +94.8% |
| 5Y | +112.5% | +426.1% | -313.6% | +10.1% |
| All | +122.1% | +731.8% | -609.6% | -7.7% |
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