-62.3%
W vs NVT
+420.2%
-482.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.9% |
| 7D | +5.9% | +7.0% | -1.1% | +0.7% |
| 30D | -3.0% | -2.3% | -0.7% | -2.3% |
| 3M | +40.3% | -3.1% | +43.4% | +38.3% |
| 6M | +32.2% | +47.0% | -14.8% | -9.2% |
| YTD | -0.3% | +56.2% | -56.5% | -35.6% |
| 1Y | +16.2% | +74.5% | -58.4% | -33.6% |
| 3Y | +40.7% | +184.0% | -143.3% | -52.6% |
| 5Y | -62.3% | +410.8% | -473.1% | -93.4% |
| All | -62.3% | +420.2% | -482.5% | -93.4% |
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 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