+56.2%
AG vs NVT
+419.5%
-363.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.6% | -7.6% | -4.7% |
| 7D | -6.7% | +4.1% | -10.8% | -8.3% |
| 30D | +2.2% | -5.1% | +7.3% | +3.8% |
| 3M | +15.7% | -1.2% | +16.9% | +14.9% |
| 6M | -23.8% | +46.6% | -70.4% | -34.6% |
| YTD | +17.6% | +60.0% | -42.4% | -1.6% |
| 1Y | +88.6% | +70.8% | +17.8% | +54.3% |
| 3Y | +253.4% | +187.5% | +65.9% | +132.9% |
| All | +56.2% | +419.5% | -363.4% | -19.5% |
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 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