+97.8%
NVT vs CART
+38.4%
+59.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.9% |
| 7D | -15.7% | +3.0% | -18.6% | -15.9% |
| 30D | -36.6% | +28.6% | -65.2% | -38.4% |
| 3M | -34.8% | +29.1% | -63.9% | -37.0% |
| 6M | -38.2% | +44.7% | -83.0% | -41.5% |
| YTD | +4.8% | +29.2% | -24.4% | +0.7% |
| 1Y | -2.8% | +66.2% | -68.9% | -11.2% |
| 3Y | +119.5% | +112.8% | +6.7% | +94.3% |
| All | +97.8% | +38.4% | +59.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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