+45.2%
AMZN vs NVT
+399.9%
-354.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -2.7% | +2.0% | -4.7% | -3.4% |
| 30D | -7.5% | -7.2% | -0.3% | -5.5% |
| 3M | +5.8% | -0.9% | +6.7% | +4.3% |
| 6M | +17.5% | +42.6% | -25.1% | -0.3% |
| YTD | +9.1% | +52.9% | -43.8% | -10.4% |
| 1Y | +9.4% | +64.5% | -55.1% | -13.1% |
| 3Y | +82.2% | +178.0% | -95.8% | +6.0% |
| 5Y | +45.2% | +402.8% | -357.6% | -40.6% |
| All | +45.2% | +399.9% | -354.7% | -40.6% |
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