+717.0%
NVT vs FIVE
+245.8%
+471.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.0% |
| 7D | +5.1% | +4.3% | +0.8% | +3.7% |
| 30D | -3.7% | +12.5% | -16.2% | -7.6% |
| 3M | -10.1% | +31.2% | -41.4% | -18.1% |
| 6M | +37.5% | +14.4% | +23.1% | +29.7% |
| YTD | +53.7% | +33.9% | +19.8% | +37.6% |
| 1Y | +70.9% | +65.1% | +5.8% | +42.3% |
| 3Y | +180.4% | +49.0% | +131.4% | +122.4% |
| 5Y | +393.5% | +30.3% | +363.2% | +290.2% |
| All | +717.0% | +245.8% | +471.2% | +359.3% |
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