+86.0%
XYZ vs NVT
+477.1%
-391.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.5% |
| 7D | +12.6% | -13.0% | +25.6% | +18.2% |
| 30D | +10.8% | -32.7% | +43.5% | +30.9% |
| 3M | +8.4% | -30.6% | +39.0% | +23.9% |
| 6M | +14.3% | -33.6% | +48.0% | +30.2% |
| YTD | +31.5% | +11.0% | +20.5% | +7.5% |
| 1Y | +28.1% | +0.8% | +27.3% | +10.4% |
| 3Y | +66.2% | +125.7% | -59.5% | -19.4% |
| 5Y | -62.3% | +231.1% | -293.5% | -85.6% |
| All | +86.0% | +477.1% | -391.1% | -48.6% |
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