+20.1%
W vs NVT
+73.8%
-53.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.6% |
| 7D | -4.2% | +5.1% | -9.3% | -5.7% |
| 30D | -7.6% | -3.7% | -3.9% | -6.7% |
| 3M | +37.2% | -10.1% | +47.3% | +40.8% |
| 6M | +26.3% | +37.5% | -11.1% | +6.2% |
| YTD | -1.0% | +53.7% | -54.7% | -20.0% |
| 1Y | +20.1% | +70.9% | -50.8% | -7.4% |
| All | +20.1% | +73.8% | -53.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling