+41.7%
W vs NVT
+694.8%
-653.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -1.2% |
| 7D | +0.5% | +2.0% | -1.5% | -1.0% |
| 30D | -5.6% | -7.2% | +1.6% | -1.5% |
| 3M | +41.9% | -0.9% | +42.8% | +38.0% |
| 6M | +30.2% | +42.6% | -12.4% | -4.3% |
| YTD | -2.9% | +52.9% | -55.8% | -32.7% |
| 1Y | +11.6% | +64.5% | -52.9% | -28.0% |
| 3Y | +37.0% | +178.0% | -141.0% | -41.4% |
| 5Y | -62.8% | +402.8% | -465.6% | -89.4% |
| All | +41.7% | +694.8% | -653.1% | -74.8% |
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 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