-9.1%
NVTS vs NVT
+438.0%
-447.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | -0.6% |
| 7D | -1.4% | +4.1% | -5.5% | -5.5% |
| 30D | -16.5% | -5.1% | -11.4% | -11.7% |
| 3M | -47.6% | -1.2% | -46.5% | -46.2% |
| 6M | +7.3% | +46.6% | -39.3% | -23.2% |
| YTD | +62.9% | +60.0% | +2.9% | +9.2% |
| 1Y | +91.3% | +70.8% | +20.5% | +22.8% |
| 3Y | +43.4% | +187.5% | -144.1% | -46.7% |
| All | -9.1% | +438.0% | -447.2% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling