+64.1%
COP vs NVT
+4.7%
+59.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.5% |
| 7D | +4.4% | +8.0% | -3.6% | +5.1% |
| 30D | 0.0% | -24.8% | +24.7% | -3.0% |
| 3M | +15.0% | -32.4% | +47.5% | +10.3% |
| 6M | +22.0% | -33.5% | +55.5% | +17.5% |
| YTD | +55.3% | +13.2% | +42.2% | +63.4% |
| 1Y | +64.1% | +9.0% | +55.2% | +74.7% |
| All | +64.1% | +4.7% | +59.5% | +74.7% |
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