+339.6%
NOW vs NVT
+699.2%
-359.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.7% |
| 7D | -2.4% | +5.1% | -7.5% | -3.7% |
| 30D | +20.5% | -3.7% | +24.2% | +21.2% |
| 3M | +18.3% | -10.1% | +28.5% | +19.5% |
| 6M | +24.1% | +37.5% | -13.4% | +6.3% |
| YTD | -7.8% | +53.7% | -61.5% | -24.9% |
| 1Y | -21.4% | +70.9% | -92.3% | -39.2% |
| 3Y | +19.5% | +180.4% | -160.9% | -27.7% |
| 5Y | +4.1% | +393.5% | -389.4% | -49.6% |
| All | +339.6% | +699.2% | -359.6% | +75.8% |
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