+82.0%
SPY vs NVT
+399.9%
-317.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -2.0% | +2.0% | -4.0% | -2.6% |
| 30D | -1.7% | -7.2% | +5.5% | +0.2% |
| 3M | +4.7% | -0.9% | +5.6% | +3.8% |
| 6M | +12.5% | +42.6% | -30.1% | -1.4% |
| YTD | +11.7% | +52.9% | -41.2% | -4.8% |
| 1Y | +17.5% | +64.5% | -47.0% | -3.0% |
| 3Y | +76.6% | +178.0% | -101.4% | +12.3% |
| 5Y | +82.0% | +402.8% | -320.8% | -14.7% |
| All | +82.0% | +399.9% | -317.9% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling