+598.8%
NVT vs AFRM
-20.4%
+619.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | +5.1% | -7.0% | +12.0% | +6.0% |
| 30D | -3.7% | -7.8% | +4.1% | -3.0% |
| 3M | -10.1% | +5.3% | -15.5% | -11.1% |
| 6M | +37.5% | +42.6% | -5.2% | +30.5% |
| YTD | +53.7% | -2.8% | +56.5% | +52.3% |
| 1Y | +70.9% | -19.3% | +90.2% | +72.3% |
| 3Y | +180.4% | +231.0% | -50.6% | +135.3% |
| 5Y | +393.5% | -22.2% | +415.7% | +316.3% |
| All | +598.8% | -20.4% | +619.2% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling