+220.4%
ROST vs NVT
+732.7%
-512.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -2.1% |
| 7D | +0.2% | +10.4% | -10.1% | -3.8% |
| 30D | -10.0% | -1.3% | -8.7% | -10.1% |
| 3M | +1.2% | -0.6% | +1.8% | -0.7% |
| 6M | +8.9% | +53.8% | -44.8% | -13.0% |
| YTD | +28.1% | +60.2% | -32.1% | -0.3% |
| 1Y | +53.0% | +76.8% | -23.8% | +12.2% |
| 3Y | +97.9% | +191.2% | -93.4% | +3.1% |
| 5Y | +112.0% | +430.9% | -319.0% | -24.8% |
| All | +220.4% | +732.7% | -512.3% | -16.1% |
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