+712.5%
NVT vs CBOE
+195.3%
+517.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | +2.0% | -3.7% | +5.7% | +3.1% |
| 30D | -7.2% | +2.0% | -9.1% | -7.8% |
| 3M | -0.9% | -4.2% | +3.3% | -0.6% |
| 6M | +42.6% | +1.2% | +41.4% | +38.9% |
| YTD | +52.9% | +15.4% | +37.5% | +41.6% |
| 1Y | +64.5% | +23.5% | +41.0% | +48.2% |
| 3Y | +178.0% | +93.2% | +84.8% | +94.4% |
| 5Y | +402.8% | +142.0% | +260.8% | +206.1% |
| All | +712.5% | +195.3% | +517.2% | +308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling