+103.0%
ABT vs NVT
+731.8%
-628.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.9% |
| 7D | -5.9% | +4.1% | -10.0% | -6.4% |
| 30D | -8.1% | -5.1% | -2.9% | -7.6% |
| 3M | +14.5% | -1.2% | +15.7% | +13.8% |
| 6M | -6.3% | +46.6% | -52.9% | -13.0% |
| YTD | -17.1% | +60.0% | -77.1% | -24.3% |
| 1Y | -21.4% | +70.8% | -92.2% | -29.4% |
| 3Y | +5.9% | +187.5% | -181.6% | -17.9% |
| 5Y | -12.8% | +426.1% | -438.9% | -43.1% |
| All | +103.0% | +731.8% | -628.8% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling