+712.5%
NVT vs VIVK
-100.0%
+812.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.1% |
| 7D | +2.0% | -9.5% | +11.5% | +2.1% |
| 30D | -7.2% | -35.1% | +27.9% | -6.8% |
| 3M | -0.9% | -93.4% | +92.5% | +1.0% |
| 6M | +42.6% | -98.0% | +140.6% | +46.0% |
| YTD | +52.9% | -97.9% | +150.7% | +55.1% |
| 1Y | +64.5% | -100.0% | +164.4% | +74.0% |
| 3Y | +178.0% | -100.0% | +278.0% | +191.3% |
| 5Y | +402.8% | -100.0% | +502.8% | +427.9% |
| All | +712.5% | -100.0% | +812.5% | +731.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling