+459.7%
TWLO vs NVT
+731.8%
-272.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.3% | -3.3% |
| 7D | -2.4% | +4.1% | -6.5% | -4.0% |
| 30D | -7.8% | -5.1% | -2.7% | -6.5% |
| 3M | +10.0% | -1.2% | +11.2% | +8.6% |
| 6M | +79.5% | +46.6% | +32.9% | +52.8% |
| YTD | +59.8% | +60.0% | -0.2% | +30.4% |
| 1Y | +121.7% | +70.8% | +50.9% | +76.7% |
| 3Y | +240.8% | +187.5% | +53.3% | +112.5% |
| 5Y | -33.6% | +426.1% | -459.7% | -67.3% |
| All | +459.7% | +731.8% | -272.1% | +139.5% |
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