+79.9%
XYZ vs NVT
+699.2%
-619.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.1% |
| 7D | -1.0% | +5.1% | -6.1% | -3.6% |
| 30D | -1.7% | -3.7% | +2.0% | -0.4% |
| 3M | +16.7% | -10.1% | +26.9% | +20.1% |
| 6M | +26.9% | +37.5% | -10.6% | -0.4% |
| YTD | +27.1% | +53.7% | -26.6% | -7.8% |
| 1Y | +9.3% | +70.9% | -61.6% | -26.7% |
| 3Y | +42.3% | +180.4% | -138.1% | -34.6% |
| 5Y | -69.3% | +393.5% | -462.8% | -90.0% |
| All | +79.9% | +699.2% | -619.4% | -55.9% |
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