+187.5%
NVT vs VIVK
-100.0%
+287.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.9% |
| 3M | -1.2% | -94.1% | +93.0% | 0.0% |
| 6M | +46.6% | -98.2% | +144.8% | +48.6% |
| YTD | +60.0% | -98.0% | +158.0% | +60.5% |
| 1Y | +70.8% | -100.0% | +170.8% | +81.1% |
| 3Y | +187.5% | -100.0% | +287.5% | +173.1% |
| All | +187.5% | -100.0% | +287.5% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling