+262.2%
AXP vs NVT
+699.2%
-437.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.4% |
| 7D | -2.1% | +5.1% | -7.2% | -4.6% |
| 30D | -6.5% | -3.7% | -2.8% | -5.4% |
| 3M | +4.6% | -10.1% | +14.8% | +7.7% |
| 6M | +5.4% | +37.5% | -32.0% | -15.7% |
| YTD | -11.1% | +53.7% | -64.9% | -33.8% |
| 1Y | -0.3% | +70.9% | -71.2% | -31.2% |
| 3Y | +111.6% | +180.4% | -68.8% | -0.8% |
| 5Y | +117.6% | +393.5% | -275.9% | -31.9% |
| All | +262.2% | +699.2% | -437.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling