+501.5%
NVT vs FIVE
+238.2%
+263.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +8.0% | +2.7% | +5.3% | +7.1% |
| 30D | -24.8% | +12.7% | -37.4% | -27.8% |
| 3M | -32.4% | +2.1% | -34.5% | -33.4% |
| 6M | -33.5% | +17.5% | -50.9% | -37.9% |
| YTD | +13.2% | +31.0% | -17.8% | +1.5% |
| 1Y | +9.0% | +67.7% | -58.8% | -10.0% |
| 3Y | +129.4% | +43.4% | +86.0% | +83.6% |
| 5Y | +230.1% | +18.1% | +212.0% | +170.0% |
| All | +501.5% | +238.2% | +263.3% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling