+712.5%
NVT vs TRU
+20.5%
+692.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.0% | -9.4% | +11.4% | +6.0% |
| 30D | -7.2% | -4.1% | -3.1% | -6.1% |
| 3M | -0.9% | +13.6% | -14.5% | -9.0% |
| 6M | +42.6% | +3.6% | +39.0% | +34.9% |
| YTD | +52.9% | -9.8% | +62.7% | +51.8% |
| 1Y | +64.5% | -13.6% | +78.1% | +65.2% |
| 3Y | +178.0% | -2.0% | +179.9% | +148.5% |
| 5Y | +402.8% | -35.8% | +438.6% | +473.0% |
| All | +712.5% | +20.5% | +692.0% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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