+17.2%
O vs NVT
+399.9%
-382.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -3.5% | +2.0% | -5.5% | -3.6% |
| 30D | -3.3% | -7.2% | +3.8% | -3.0% |
| 3M | -2.8% | -0.9% | -1.9% | -3.1% |
| 6M | -5.8% | +42.6% | -48.3% | -8.8% |
| YTD | +9.4% | +52.9% | -43.5% | +5.1% |
| 1Y | +5.7% | +64.5% | -58.8% | +0.6% |
| 3Y | +27.2% | +178.0% | -150.7% | +8.5% |
| 5Y | +17.2% | +402.8% | -385.6% | -16.1% |
| All | +17.2% | +399.9% | -382.7% | -16.1% |
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 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