+717.0%
NVT vs ARWR
+1,153.1%
-436.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +5.1% | +1.7% | +3.4% | +4.8% |
| 30D | -3.7% | -0.7% | -3.1% | -3.6% |
| 3M | -10.1% | +14.9% | -25.0% | -12.7% |
| 6M | +37.5% | +32.6% | +4.8% | +29.9% |
| YTD | +53.7% | +30.0% | +23.7% | +45.4% |
| 1Y | +70.9% | +208.4% | -137.5% | +38.0% |
| 3Y | +180.4% | +208.8% | -28.4% | +110.1% |
| 5Y | +393.5% | +27.8% | +365.7% | +306.3% |
| All | +717.0% | +1,153.1% | -436.1% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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