+501.5%
NVT vs CF
+292.8%
+208.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +8.0% | +4.8% | +3.2% | +6.5% |
| 30D | -24.8% | +4.7% | -29.5% | -26.2% |
| 3M | -32.4% | +7.4% | -39.8% | -34.7% |
| 6M | -33.5% | +0.6% | -34.1% | -35.0% |
| YTD | +13.2% | +64.1% | -50.9% | -11.4% |
| 1Y | +9.0% | +51.4% | -42.4% | -12.2% |
| 3Y | +129.4% | +67.8% | +61.6% | +69.0% |
| 5Y | +230.1% | +114.1% | +115.9% | +86.2% |
| All | +501.5% | +292.8% | +208.7% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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