+126.0%
NVO vs NVT
+694.8%
-568.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -7.4% | +2.0% | -9.4% | -7.7% |
| 30D | -5.5% | -7.2% | +1.7% | -4.6% |
| 3M | +4.1% | -0.9% | +5.0% | +3.1% |
| 6M | +19.3% | +42.6% | -23.2% | +9.4% |
| YTD | -9.2% | +52.9% | -62.1% | -18.0% |
| 1Y | -15.0% | +64.5% | -79.5% | -24.6% |
| 3Y | -50.9% | +178.0% | -228.8% | -61.9% |
| 5Y | -0.9% | +402.8% | -403.6% | -32.3% |
| All | +126.0% | +694.8% | -568.8% | +41.1% |
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