+86.0%
O vs NVT
+731.8%
-645.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | -1.3% |
| 7D | -2.9% | +4.1% | -6.9% | -3.9% |
| 30D | -4.5% | -5.1% | +0.6% | -3.6% |
| 3M | -2.6% | -1.2% | -1.5% | -3.6% |
| 6M | -5.6% | +46.6% | -52.2% | -17.2% |
| YTD | +9.3% | +60.0% | -50.7% | -7.1% |
| 1Y | +4.3% | +70.8% | -66.5% | -13.8% |
| 3Y | +27.4% | +187.5% | -160.1% | -18.3% |
| 5Y | +17.1% | +426.1% | -409.1% | -45.1% |
| All | +86.0% | +731.8% | -645.7% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling