+232.3%
SPY vs NVT
+699.2%
-467.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.2% |
| 7D | +0.1% | +5.1% | -5.0% | -1.5% |
| 30D | +0.1% | -3.7% | +3.8% | +0.9% |
| 3M | +2.0% | -10.1% | +12.1% | +4.3% |
| 6M | +13.0% | +37.5% | -24.4% | -0.7% |
| YTD | +13.5% | +53.7% | -40.2% | -4.5% |
| 1Y | +20.0% | +70.9% | -50.9% | -3.4% |
| 3Y | +77.2% | +180.4% | -103.2% | +13.0% |
| 5Y | +81.9% | +393.5% | -311.6% | -8.3% |
| All | +232.3% | +699.2% | -467.0% | +33.8% |
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