+751.2%
NVT vs CF
+321.9%
+429.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +10.4% | -0.9% | +11.3% | +10.6% |
| 30D | -1.3% | +18.1% | -19.4% | -6.8% |
| 3M | -0.6% | +23.4% | -24.0% | -8.2% |
| 6M | +53.8% | +17.1% | +36.7% | +39.9% |
| YTD | +60.2% | +76.2% | -16.1% | +23.7% |
| 1Y | +76.8% | +62.3% | +14.5% | +40.1% |
| 3Y | +191.2% | +71.8% | +119.4% | +115.3% |
| 5Y | +430.9% | +234.6% | +196.4% | +132.8% |
| All | +751.2% | +321.9% | +429.4% | +199.3% |
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