+52.7%
ROST vs NVT
+3.0%
+49.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -12.7% | +18.8% | +6.3% |
| 7D | +7.8% | -19.5% | +27.3% | +8.3% |
| 30D | +8.6% | -32.4% | +41.0% | +10.0% |
| 3M | -1.9% | -30.3% | +28.4% | -1.1% |
| 6M | +9.1% | -30.4% | +39.6% | +10.2% |
| YTD | +37.2% | +11.3% | +25.9% | +30.4% |
| 1Y | +52.7% | +3.6% | +49.2% | +45.9% |
| All | +52.7% | +3.0% | +49.7% | +45.9% |
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