+71.7%
ADSK vs NVT
+731.8%
-660.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -1.3% |
| 7D | -2.5% | +4.1% | -6.6% | -4.1% |
| 30D | -14.9% | -5.1% | -9.7% | -13.8% |
| 3M | +3.3% | -1.2% | +4.5% | +0.9% |
| 6M | -15.7% | +46.6% | -62.2% | -31.8% |
| YTD | -28.2% | +60.0% | -88.2% | -44.8% |
| 1Y | -34.5% | +70.8% | -105.3% | -51.7% |
| 3Y | -2.9% | +187.5% | -190.4% | -48.2% |
| 5Y | -25.3% | +426.1% | -451.5% | -71.3% |
| All | +71.7% | +731.8% | -660.0% | -50.2% |
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 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