-35.7%
U vs NVT
+840.7%
-876.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.2% | +2.4% |
| 7D | +5.5% | +4.1% | +1.5% | +3.6% |
| 30D | -1.3% | -5.1% | +3.8% | +0.5% |
| 3M | +64.6% | -1.2% | +65.8% | +61.6% |
| 6M | +119.4% | +46.6% | +72.8% | +72.1% |
| YTD | -0.5% | +60.0% | -60.5% | -26.2% |
| 1Y | +1.3% | +70.8% | -69.5% | -27.3% |
| 3Y | +15.6% | +187.5% | -171.9% | -42.0% |
| 5Y | -67.5% | +426.1% | -493.6% | -87.9% |
| All | -35.7% | +840.7% | -876.3% | -72.9% |
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