+125.5%
RF vs NVT
+699.2%
-573.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | +1.3% | +5.1% | -3.8% | -1.5% |
| 30D | -3.6% | -3.7% | +0.1% | -2.1% |
| 3M | +8.1% | -10.1% | +18.2% | +11.2% |
| 6M | +11.5% | +37.5% | -26.0% | -13.7% |
| YTD | +15.6% | +53.7% | -38.2% | -17.4% |
| 1Y | +15.7% | +70.9% | -55.2% | -24.4% |
| 3Y | +86.9% | +180.4% | -93.5% | -22.7% |
| 5Y | +89.8% | +393.5% | -303.7% | -51.1% |
| All | +125.5% | +699.2% | -573.8% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling