+16.0%
RF vs NVT
+72.6%
-56.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -0.1% | +7.0% | -7.1% | -0.6% |
| 30D | -4.0% | -2.3% | -1.7% | -3.9% |
| 3M | +5.6% | -3.1% | +8.7% | +5.3% |
| 6M | +13.1% | +47.0% | -34.0% | +5.0% |
| YTD | +13.6% | +56.2% | -42.6% | +5.2% |
| 1Y | +16.0% | +74.5% | -58.6% | +6.7% |
| All | +16.0% | +72.6% | -56.6% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling