+48.9%
MSFT vs NVT
+184.0%
-135.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -1.0% | +7.0% | -8.0% | -2.2% |
| 30D | -2.7% | -2.3% | -0.3% | -2.5% |
| 3M | +22.1% | -3.1% | +25.2% | +21.1% |
| 6M | +20.6% | +47.0% | -26.5% | +8.9% |
| YTD | +2.3% | +56.2% | -53.9% | -9.3% |
| 1Y | -0.5% | +74.5% | -75.1% | -14.7% |
| All | +48.9% | +184.0% | -135.1% | +7.1% |
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