-22.8%
LYB vs NVT
+190.9%
-213.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.6% | -1.5% |
| 7D | +0.3% | +4.1% | -3.8% | -0.2% |
| 30D | +2.5% | -5.1% | +7.6% | +3.0% |
| 3M | +1.4% | -1.2% | +2.6% | +1.0% |
| 6M | -3.5% | +46.6% | -50.1% | -10.5% |
| YTD | +52.0% | +60.0% | -8.0% | +37.7% |
| 1Y | +22.1% | +70.8% | -48.7% | +8.3% |
| 3Y | -22.8% | +187.5% | -210.3% | -43.8% |
| All | -22.8% | +190.9% | -213.7% | -43.8% |
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