+44.6%
COP vs NVT
+73.8%
-29.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.8% |
| 7D | +3.0% | +5.1% | -2.1% | +3.6% |
| 30D | +17.5% | -3.7% | +21.2% | +17.1% |
| 3M | +13.4% | -10.1% | +23.5% | +12.6% |
| 6M | +17.7% | +37.5% | -19.7% | +22.2% |
| YTD | +46.6% | +53.7% | -7.1% | +52.2% |
| 1Y | +44.6% | +70.9% | -26.3% | +46.7% |
| All | +44.6% | +73.8% | -29.2% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling