-44.4%
TOST vs NVT
+286.4%
-330.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.5% | -2.6% |
| 7D | +4.0% | -7.5% | +11.5% | +5.6% |
| 30D | +11.1% | -31.5% | +42.6% | +26.2% |
| 3M | +0.8% | -30.4% | +31.2% | +11.9% |
| 6M | +38.8% | -32.5% | +71.3% | +52.4% |
| YTD | -2.1% | +12.9% | -15.0% | -23.3% |
| 1Y | -6.0% | +3.7% | -9.8% | -22.8% |
| 3Y | +149.8% | +135.8% | +14.0% | -2.7% |
| 5Y | -42.8% | +232.7% | -275.4% | -85.5% |
| All | -44.4% | +286.4% | -330.8% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling