-6.3%
NVTS vs NVT
+438.7%
-444.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -2.7% |
| 7D | +9.7% | +10.4% | -0.7% | -1.2% |
| 30D | -13.6% | -1.3% | -12.3% | -12.4% |
| 3M | -51.0% | -0.6% | -50.4% | -49.7% |
| 6M | +46.3% | +53.8% | -7.4% | +0.3% |
| YTD | +68.1% | +60.2% | +7.9% | +12.5% |
| 1Y | +113.9% | +76.8% | +37.1% | +32.7% |
| 3Y | +45.3% | +191.2% | -146.0% | -46.8% |
| All | -6.3% | +438.7% | -444.9% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling