+112.7%
RF vs NVT
+477.1%
-364.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | +0.3% | -13.0% | +13.3% | +6.1% |
| 30D | +6.2% | -32.7% | +38.9% | +26.8% |
| 3M | -7.8% | -30.6% | +22.7% | +6.5% |
| 6M | +5.9% | -33.6% | +39.5% | +21.7% |
| YTD | +9.0% | +11.0% | -2.0% | -11.4% |
| 1Y | +19.3% | +0.8% | +18.5% | +2.1% |
| 3Y | +116.4% | +125.7% | -9.2% | -5.6% |
| 5Y | +46.0% | +231.1% | -185.1% | -54.5% |
| All | +112.7% | +477.1% | -364.4% | -57.7% |
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