+229.7%
SPY vs NVT
+731.8%
-502.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | -0.6% |
| 7D | -0.8% | +4.1% | -4.8% | -2.1% |
| 30D | -1.1% | -5.1% | +4.1% | +0.3% |
| 3M | +3.9% | -1.2% | +5.0% | +3.0% |
| 6M | +13.6% | +46.6% | -33.0% | -2.3% |
| YTD | +12.7% | +60.0% | -47.3% | -6.5% |
| 1Y | +17.5% | +70.8% | -53.3% | -5.3% |
| 3Y | +76.9% | +187.5% | -110.6% | +12.0% |
| 5Y | +83.6% | +426.1% | -342.6% | -9.5% |
| All | +229.7% | +731.8% | -502.1% | +30.9% |
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 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