+400.4%
NVT vs CF
+227.0%
+173.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.8% |
| 7D | +5.1% | +6.0% | -0.9% | +4.7% |
| 30D | -3.7% | +14.8% | -18.6% | -4.6% |
| 3M | -10.1% | +14.1% | -24.2% | -11.1% |
| 6M | +37.5% | +28.5% | +8.9% | +32.3% |
| YTD | +53.7% | +74.9% | -21.2% | +41.7% |
| 1Y | +70.9% | +61.7% | +9.2% | +58.9% |
| 3Y | +180.4% | +80.3% | +100.1% | +152.3% |
| All | +400.4% | +227.0% | +173.4% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling