+459.3%
TWLO vs NVT
+712.1%
-252.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.5% |
| 7D | +0.2% | +7.0% | -6.8% | -2.3% |
| 30D | -9.1% | -2.3% | -6.8% | -8.8% |
| 3M | +11.0% | -3.1% | +14.1% | +10.3% |
| 6M | +79.4% | +47.0% | +32.3% | +52.6% |
| YTD | +59.7% | +56.2% | +3.5% | +31.6% |
| 1Y | +112.3% | +74.5% | +37.8% | +67.9% |
| 3Y | +247.0% | +184.0% | +62.9% | +117.6% |
| 5Y | -35.6% | +410.8% | -446.3% | -67.9% |
| All | +459.3% | +712.1% | -252.8% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling