-47.4%
NKE vs NVT
+73.8%
-121.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -0.8% |
| 7D | -2.0% | +5.1% | -7.1% | -1.8% |
| 30D | -8.6% | -3.7% | -4.9% | -8.8% |
| 3M | -11.0% | -10.1% | -0.9% | -10.9% |
| 6M | -33.2% | +37.5% | -70.7% | -35.3% |
| YTD | -38.1% | +53.7% | -91.9% | -40.3% |
| 1Y | -47.4% | +70.9% | -118.2% | -52.6% |
| All | -47.4% | +73.8% | -121.2% | -52.6% |
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