-68.6%
XYZ vs NVT
+425.5%
-494.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.2% | -7.4% | -5.6% |
| 7D | +2.9% | +10.4% | -7.5% | -2.9% |
| 30D | +1.4% | -1.3% | +2.7% | +1.2% |
| 3M | +14.6% | -0.6% | +15.2% | +11.0% |
| 6M | +20.8% | +53.8% | -33.0% | -14.1% |
| YTD | +23.1% | +60.2% | -37.1% | -16.5% |
| 1Y | +5.6% | +76.8% | -71.1% | -34.4% |
| 3Y | +50.9% | +191.2% | -140.3% | -45.3% |
| 5Y | -68.6% | +430.9% | -499.5% | -94.2% |
| All | -68.6% | +425.5% | -494.0% | -94.2% |
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