+66.3%
MA vs NVT
+420.2%
-353.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.2% |
| 7D | -3.5% | +7.0% | -10.5% | -4.7% |
| 30D | +0.8% | -2.3% | +3.1% | +0.9% |
| 3M | +14.8% | -3.1% | +17.9% | +14.2% |
| 6M | +10.0% | +47.0% | -37.0% | -2.1% |
| YTD | -0.1% | +56.2% | -56.3% | -12.9% |
| 1Y | -2.2% | +74.5% | -76.8% | -18.1% |
| 3Y | +39.3% | +184.0% | -144.8% | -9.2% |
| 5Y | +66.3% | +410.8% | -344.4% | -24.4% |
| All | +66.3% | +420.2% | -353.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling