+750.3%
NVT vs VIVK
-100.0%
+850.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.4% | +12.0% | +4.7% |
| 7D | +4.1% | -4.4% | +8.4% | +4.1% |
| 30D | -5.1% | -40.8% | +35.7% | -4.7% |
| 3M | -1.2% | -94.1% | +93.0% | +0.8% |
| 6M | +46.6% | -98.2% | +144.8% | +50.2% |
| YTD | +60.0% | -98.0% | +158.0% | +62.4% |
| 1Y | +70.8% | -100.0% | +170.8% | +80.7% |
| 3Y | +187.5% | -100.0% | +287.5% | +201.5% |
| 5Y | +426.1% | -100.0% | +526.1% | +452.8% |
| All | +750.3% | -100.0% | +850.2% | +771.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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