+251.7%
AMZN vs NVT
+731.8%
-480.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.6% |
| 7D | -0.7% | +4.1% | -4.7% | -1.8% |
| 30D | -3.9% | -5.1% | +1.2% | -2.8% |
| 3M | +6.3% | -1.2% | +7.5% | +5.4% |
| 6M | +20.8% | +46.6% | -25.8% | +5.8% |
| YTD | +11.2% | +60.0% | -48.7% | -5.4% |
| 1Y | +11.7% | +70.8% | -59.1% | -7.0% |
| 3Y | +79.4% | +187.5% | -108.1% | +23.1% |
| 5Y | +48.0% | +426.1% | -378.1% | -14.5% |
| All | +251.7% | +731.8% | -480.0% | +81.0% |
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