+77.7%
SPY vs NVT
+131.3%
-53.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | +8.0% | -5.4% | +0.9% |
| 30D | -2.0% | -24.8% | +22.8% | +3.3% |
| 3M | -2.8% | -32.4% | +29.6% | +4.4% |
| 6M | +2.1% | -33.5% | +35.6% | +9.4% |
| YTD | +11.5% | +13.2% | -1.7% | +3.4% |
| 1Y | +13.5% | +9.0% | +4.5% | +6.1% |
| 3Y | +77.7% | +129.4% | -51.7% | +26.4% |
| All | +77.7% | +131.3% | -53.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling