-11.3%
ABT vs NVT
+419.5%
-430.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.5% |
| 7D | -5.9% | +4.1% | -10.0% | -6.0% |
| 30D | -8.1% | -5.1% | -2.9% | -7.9% |
| 3M | +14.5% | -1.2% | +15.7% | +14.3% |
| 6M | -6.3% | +46.6% | -52.9% | -9.9% |
| YTD | -17.1% | +60.0% | -77.1% | -21.0% |
| 1Y | -21.4% | +70.8% | -92.2% | -25.8% |
| 3Y | +5.9% | +187.5% | -181.6% | -12.9% |
| All | -11.3% | +419.5% | -430.8% | -43.2% |
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