+111.3%
RF vs NVT
+492.6%
-381.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +0.4% | +17.4% | -17.0% | -8.1% |
| 30D | +5.6% | -28.4% | +33.9% | +21.9% |
| 3M | -8.9% | -32.4% | +23.5% | +7.1% |
| 6M | +7.1% | -32.2% | +39.2% | +21.8% |
| YTD | +8.3% | +14.0% | -5.7% | -13.2% |
| 1Y | +16.8% | +4.3% | +12.5% | -1.8% |
| 3Y | +115.0% | +131.7% | -16.7% | -7.5% |
| 5Y | +46.4% | +232.4% | -186.0% | -54.2% |
| All | +111.3% | +492.6% | -381.3% | -58.6% |
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