+750.3%
NVT vs STLA
-58.1%
+808.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | +3.7% |
| 7D | +4.1% | -2.9% | +6.9% | +5.3% |
| 30D | -5.1% | +0.9% | -6.1% | -6.1% |
| 3M | -1.2% | -21.6% | +20.5% | +8.0% |
| 6M | +46.6% | -21.6% | +68.2% | +58.8% |
| YTD | +60.0% | -50.4% | +110.4% | +105.7% |
| 1Y | +70.8% | -43.6% | +114.4% | +103.6% |
| 3Y | +187.5% | -66.4% | +254.0% | +311.3% |
| 5Y | +426.1% | -62.3% | +488.5% | +579.0% |
| All | +750.3% | -58.1% | +808.4% | +694.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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