+145.8%
GOOG vs NVT
+190.9%
-45.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.4% |
| 7D | 0.0% | +4.1% | -4.0% | -0.9% |
| 30D | -2.0% | -5.1% | +3.2% | -1.0% |
| 3M | -5.9% | -1.2% | -4.7% | -6.5% |
| 6M | +8.9% | +46.6% | -37.7% | -3.6% |
| YTD | +7.1% | +60.0% | -52.9% | -7.9% |
| 1Y | +39.7% | +70.8% | -31.1% | +17.3% |
| 3Y | +145.8% | +187.5% | -41.7% | +65.0% |
| All | +145.8% | +190.9% | -45.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling