-66.5%
U vs NVT
+419.5%
-486.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.2% | +2.0% |
| 7D | +5.5% | +4.1% | +1.5% | +3.2% |
| 30D | -1.3% | -5.1% | +3.8% | +0.9% |
| 3M | +64.6% | -1.2% | +65.8% | +60.7% |
| 6M | +119.4% | +46.6% | +72.8% | +62.7% |
| YTD | -0.5% | +60.0% | -60.5% | -31.2% |
| 1Y | +1.3% | +70.8% | -69.5% | -33.0% |
| 3Y | +15.6% | +187.5% | -171.9% | -54.1% |
| All | -66.5% | +419.5% | -486.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling