+750.3%
NVT vs CBOE
+188.6%
+561.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.9% | +5.3% |
| 7D | +4.1% | -5.8% | +9.9% | +5.8% |
| 30D | -5.1% | -3.1% | -2.0% | -4.4% |
| 3M | -1.2% | -4.8% | +3.6% | -0.8% |
| 6M | +46.6% | -0.6% | +47.1% | +43.4% |
| YTD | +60.0% | +12.8% | +47.2% | +49.1% |
| 1Y | +70.8% | +19.8% | +51.0% | +55.3% |
| 3Y | +187.5% | +86.9% | +100.6% | +103.4% |
| 5Y | +426.1% | +136.5% | +289.6% | +222.3% |
| All | +750.3% | +188.6% | +561.6% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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