+712.5%
NVT vs CASY
+572.4%
+140.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +2.0% | -17.2% | +19.3% | +8.7% |
| 30D | -7.2% | -24.4% | +17.2% | +2.2% |
| 3M | -0.9% | -31.4% | +30.5% | +12.5% |
| 6M | +42.6% | -8.9% | +51.5% | +42.7% |
| YTD | +52.9% | +13.8% | +39.1% | +39.5% |
| 1Y | +64.5% | +17.0% | +47.5% | +47.5% |
| 3Y | +178.0% | +163.1% | +14.9% | +68.7% |
| 5Y | +402.8% | +239.0% | +163.8% | +166.0% |
| All | +712.5% | +572.4% | +140.1% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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