+122.9%
RF vs NVT
+732.7%
-609.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -3.5% |
| 7D | +2.7% | +10.4% | -7.7% | -3.0% |
| 30D | -3.4% | -1.3% | -2.1% | -3.3% |
| 3M | +6.4% | -0.6% | +7.0% | +3.4% |
| 6M | +13.4% | +53.8% | -40.4% | -17.9% |
| YTD | +14.2% | +60.2% | -45.9% | -20.3% |
| 1Y | +15.7% | +76.8% | -61.1% | -25.8% |
| 3Y | +91.3% | +191.2% | -99.9% | -22.4% |
| 5Y | +89.8% | +430.9% | -341.2% | -53.4% |
| All | +122.9% | +732.7% | -609.9% | -61.9% |
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 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