-44.0%
ACHR vs NVT
+663.0%
-707.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | -0.5% |
| 7D | -2.3% | +4.1% | -6.3% | -4.7% |
| 30D | -11.3% | -5.1% | -6.2% | -9.0% |
| 3M | +5.3% | -1.2% | +6.5% | +3.8% |
| 6M | -13.2% | +46.6% | -59.8% | -34.6% |
| YTD | -25.8% | +60.0% | -85.8% | -47.3% |
| 1Y | -34.3% | +70.8% | -105.1% | -55.4% |
| 3Y | -19.9% | +187.5% | -207.5% | -62.8% |
| 5Y | -42.7% | +426.1% | -468.8% | -80.4% |
| All | -44.0% | +663.0% | -707.0% | -79.9% |
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 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