+92.5%
XYZ vs NVT
+487.2%
-394.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.1% | -0.2% |
| 7D | +14.9% | -7.5% | +22.4% | +16.8% |
| 30D | +14.7% | -31.5% | +46.2% | +34.3% |
| 3M | +12.1% | -30.4% | +42.5% | +28.0% |
| 6M | +18.3% | -32.5% | +50.8% | +33.6% |
| YTD | +36.1% | +12.9% | +23.1% | +10.3% |
| 1Y | +35.3% | +3.7% | +31.6% | +14.8% |
| 3Y | +73.5% | +135.8% | -62.3% | -18.1% |
| 5Y | -61.6% | +232.7% | -294.3% | -85.3% |
| All | +92.5% | +487.2% | -394.7% | -47.3% |
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