+262.2%
AXP vs NVT
+732.7%
-470.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -2.1% |
| 7D | +0.6% | +10.4% | -9.8% | -4.4% |
| 30D | -4.3% | -1.3% | -3.1% | -4.4% |
| 3M | +4.7% | -0.6% | +5.3% | +2.4% |
| 6M | +9.0% | +53.8% | -44.8% | -17.9% |
| YTD | -11.1% | +60.2% | -71.3% | -35.2% |
| 1Y | +1.3% | +76.8% | -75.5% | -31.3% |
| 3Y | +114.5% | +191.2% | -76.8% | -1.2% |
| 5Y | +118.0% | +430.9% | -312.9% | -34.6% |
| All | +262.2% | +732.7% | -470.6% | -25.6% |
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 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