+595.0%
NVT vs AFRM
-25.2%
+620.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +2.0% | -8.5% | +10.5% | +3.1% |
| 30D | -7.2% | -11.4% | +4.2% | -6.0% |
| 3M | -0.9% | +8.2% | -9.1% | -2.3% |
| 6M | +42.6% | +36.6% | +6.0% | +36.1% |
| YTD | +52.9% | -8.7% | +61.5% | +52.7% |
| 1Y | +64.5% | -19.9% | +84.4% | +66.1% |
| 3Y | +178.0% | +202.6% | -24.6% | +135.6% |
| 5Y | +402.8% | -45.0% | +447.8% | +328.9% |
| All | +595.0% | -25.2% | +620.2% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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