+420.3%
NVT vs NYT
+38.8%
+381.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.2% | +4.5% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | -5.1% | +4.6% | -9.7% | -6.2% |
| 3M | -1.2% | -9.6% | +8.4% | +0.3% |
| 6M | +46.6% | -14.0% | +60.6% | +50.5% |
| YTD | +60.0% | -2.8% | +62.8% | +57.7% |
| 1Y | +70.8% | +15.6% | +55.2% | +58.5% |
| 3Y | +187.5% | +56.3% | +131.2% | +136.0% |
| All | +420.3% | +38.8% | +381.5% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling