-39.0%
U vs NVT
+803.9%
-842.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.2% |
| 7D | -3.8% | +5.1% | -8.9% | -6.0% |
| 30D | +17.5% | -3.7% | +21.2% | +18.8% |
| 3M | +38.7% | -10.1% | +48.9% | +42.5% |
| 6M | +104.4% | +37.5% | +67.0% | +65.4% |
| YTD | -5.7% | +53.7% | -59.4% | -28.7% |
| 1Y | +3.7% | +70.9% | -67.2% | -25.9% |
| 3Y | +12.3% | +180.4% | -168.1% | -43.1% |
| 5Y | -68.8% | +393.5% | -462.3% | -88.2% |
| All | -39.0% | +803.9% | -842.9% | -73.8% |
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 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