+717.0%
NVT vs CF
+318.8%
+398.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.6% |
| 7D | +5.1% | +6.0% | -0.9% | +3.0% |
| 30D | -3.7% | +14.8% | -18.6% | -8.3% |
| 3M | -10.1% | +14.1% | -24.2% | -14.8% |
| 6M | +37.5% | +28.5% | +8.9% | +20.4% |
| YTD | +53.7% | +74.9% | -21.2% | +19.0% |
| 1Y | +70.9% | +61.7% | +9.2% | +35.5% |
| 3Y | +180.4% | +80.3% | +100.1% | +102.3% |
| 5Y | +393.5% | +226.0% | +167.5% | +119.3% |
| All | +717.0% | +318.8% | +398.2% | +187.9% |
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