+261.3%
AXP vs NVT
+487.2%
-225.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -2.5% |
| 7D | -1.1% | -7.5% | +6.4% | +0.9% |
| 30D | +5.2% | -31.5% | +36.8% | +22.6% |
| 3M | -4.6% | -30.4% | +25.8% | +8.6% |
| 6M | +3.2% | -32.5% | +35.7% | +16.5% |
| YTD | -11.3% | +12.9% | -24.3% | -26.4% |
| 1Y | -11.0% | +3.7% | -14.7% | -23.0% |
| 3Y | +120.2% | +135.8% | -15.6% | +6.3% |
| 5Y | +91.7% | +232.7% | -140.9% | -28.8% |
| All | +261.3% | +487.2% | -225.9% | -15.5% |
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 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