+222.4%
ROST vs NVT
+731.8%
-509.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +0.5% |
| 7D | +0.2% | +4.1% | -3.9% | -1.5% |
| 30D | -6.9% | -5.1% | -1.7% | -5.4% |
| 3M | -3.3% | -1.2% | -2.1% | -4.8% |
| 6M | +9.0% | +46.6% | -37.5% | -11.1% |
| YTD | +28.9% | +60.0% | -31.1% | +0.3% |
| 1Y | +54.0% | +70.8% | -16.8% | +14.8% |
| 3Y | +100.7% | +187.5% | -86.8% | +5.3% |
| 5Y | +116.0% | +426.1% | -310.1% | -23.0% |
| All | +222.4% | +731.8% | -509.3% | -15.6% |
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