+751.2%
NVT vs MOD
+866.6%
-115.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +10.4% | +6.3% | +4.0% | +7.9% |
| 30D | -1.3% | -1.7% | +0.4% | -0.7% |
| 3M | -0.6% | -30.1% | +29.5% | +12.8% |
| 6M | +53.8% | +2.7% | +51.1% | +51.1% |
| YTD | +60.2% | +44.1% | +16.1% | +37.6% |
| 1Y | +76.8% | +38.7% | +38.0% | +52.1% |
| 3Y | +191.2% | +309.8% | -118.5% | +64.5% |
| 5Y | +430.9% | +1,569.7% | -1,138.8% | +79.5% |
| All | +751.2% | +866.6% | -115.3% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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