-23.8%
SPOT vs NVT
+71.6%
-95.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | +1.5% |
| 7D | -3.1% | +4.1% | -7.1% | -2.4% |
| 30D | +7.4% | -5.1% | +12.5% | +6.8% |
| 3M | +8.2% | -1.2% | +9.3% | +8.9% |
| 6M | +2.2% | +46.6% | -44.4% | +3.6% |
| YTD | -9.5% | +60.0% | -69.5% | -9.6% |
| 1Y | -23.8% | +70.8% | -94.6% | -25.1% |
| All | -23.8% | +71.6% | -95.4% | -25.1% |
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 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