-44.5%
TOST vs NVT
+287.2%
-331.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | 0.0% | +8.0% | -7.9% | -3.0% |
| 30D | +16.2% | -24.8% | +41.0% | +26.7% |
| 3M | -1.5% | -32.4% | +30.9% | +11.0% |
| 6M | +55.3% | -33.5% | +88.8% | +72.0% |
| YTD | -2.3% | +13.2% | -15.5% | -23.6% |
| 1Y | -5.5% | +9.0% | -14.5% | -24.9% |
| 3Y | +151.1% | +129.4% | +21.7% | +0.3% |
| 5Y | -27.9% | +230.1% | -258.0% | -81.7% |
| All | -44.5% | +287.2% | -331.8% | -86.6% |
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