+457.1%
NVT vs CF
+274.9%
+182.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.8% |
| 7D | -15.7% | -3.2% | -12.5% | -15.0% |
| 30D | -36.6% | +4.3% | -40.9% | -37.8% |
| 3M | -34.8% | +2.8% | -37.7% | -36.3% |
| 6M | -38.2% | +0.6% | -38.9% | -39.9% |
| YTD | +4.8% | +56.6% | -51.8% | -16.7% |
| 1Y | -2.8% | +49.6% | -52.4% | -21.6% |
| 3Y | +119.5% | +61.5% | +58.0% | +63.4% |
| 5Y | +204.7% | +124.0% | +80.7% | +64.7% |
| All | +457.1% | +274.9% | +182.2% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling