+64.2%
T vs NVT
+420.2%
-356.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.8% |
| 7D | -3.1% | +7.0% | -10.1% | -3.0% |
| 30D | +4.6% | -2.3% | +6.9% | +4.6% |
| 3M | +12.2% | -3.1% | +15.3% | +12.2% |
| 6M | -6.5% | +47.0% | -53.5% | -7.0% |
| YTD | +4.9% | +56.2% | -51.3% | +4.0% |
| 1Y | -10.5% | +74.5% | -85.0% | -11.7% |
| 3Y | +104.6% | +184.0% | -79.4% | +88.0% |
| 5Y | +64.2% | +410.8% | -346.6% | +26.2% |
| All | +64.2% | +420.2% | -356.0% | +26.2% |
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