+9.0%
MSFT vs NVT
+3.0%
+6.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -12.7% | +19.4% | +6.9% |
| 7D | +4.7% | -19.5% | +24.2% | +5.3% |
| 30D | +5.8% | -32.4% | +38.2% | +7.0% |
| 3M | +13.0% | -30.3% | +43.3% | +14.0% |
| 6M | +34.9% | -30.4% | +65.4% | +33.1% |
| YTD | +15.7% | +11.3% | +4.3% | +9.7% |
| 1Y | +9.0% | +3.6% | +5.4% | +4.4% |
| All | +9.0% | +3.0% | +6.0% | +4.4% |
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 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