-6.4%
T vs NVT
+3.0%
-9.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.7% | +14.8% | -0.2% |
| 7D | +5.5% | -19.5% | +24.9% | +1.8% |
| 30D | -8.9% | -32.4% | +23.5% | -14.3% |
| 3M | -5.6% | -30.3% | +24.8% | -10.4% |
| 6M | -14.3% | -30.4% | +16.2% | -18.3% |
| YTD | -7.9% | +11.3% | -19.3% | -5.7% |
| 1Y | -6.4% | +3.6% | -10.0% | -4.9% |
| All | -6.4% | +3.0% | -9.4% | -4.9% |
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 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