+114.4%
RF vs NVT
+487.2%
-372.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | -1.8% |
| 7D | -0.1% | -7.5% | +7.3% | +2.2% |
| 30D | +7.0% | -31.5% | +38.6% | +26.7% |
| 3M | -7.0% | -30.4% | +23.4% | +7.4% |
| 6M | +6.8% | -32.5% | +39.2% | +21.6% |
| YTD | +9.9% | +12.9% | -3.0% | -11.4% |
| 1Y | +21.1% | +3.7% | +17.4% | +2.1% |
| 3Y | +119.6% | +135.8% | -16.1% | -7.0% |
| 5Y | +46.2% | +232.7% | -186.5% | -54.4% |
| All | +114.4% | +487.2% | -372.8% | -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 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