+501.5%
NVT vs CASY
+663.6%
-162.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +8.0% | +3.6% | +4.4% | +6.7% |
| 30D | -24.8% | +9.1% | -33.8% | -27.4% |
| 3M | -32.4% | -16.5% | -15.9% | -28.7% |
| 6M | -33.5% | -19.7% | -13.8% | -29.8% |
| YTD | +13.2% | +29.3% | -16.1% | -2.0% |
| 1Y | +9.0% | +33.1% | -24.2% | -7.1% |
| 3Y | +129.4% | +158.5% | -29.1% | +42.0% |
| 5Y | +230.1% | +266.7% | -36.6% | +69.7% |
| All | +501.5% | +663.6% | -162.1% | +140.2% |
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