+750.3%
NVT vs FIVE
+235.4%
+514.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.3% | +4.2% |
| 7D | +4.1% | -3.0% | +7.1% | +5.1% |
| 30D | -5.1% | +2.7% | -7.8% | -6.1% |
| 3M | -1.2% | +21.1% | -22.3% | -7.5% |
| 6M | +46.6% | +11.9% | +34.7% | +39.2% |
| YTD | +60.0% | +29.9% | +30.1% | +44.7% |
| 1Y | +70.8% | +67.8% | +3.0% | +41.5% |
| 3Y | +187.5% | +52.8% | +134.8% | +125.8% |
| 5Y | +426.1% | +31.3% | +394.8% | +314.2% |
| All | +750.3% | +235.4% | +514.9% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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