-31.7%
NKE vs NVT
+3.0%
-34.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -12.7% | +17.9% | +3.7% |
| 7D | +9.0% | -19.5% | +28.5% | +6.6% |
| 30D | +19.2% | -32.4% | +51.6% | +15.0% |
| 3M | -1.5% | -30.3% | +28.9% | -4.6% |
| 6M | -4.2% | -30.4% | +26.3% | -7.1% |
| YTD | -34.8% | +11.3% | -46.1% | -36.2% |
| 1Y | -31.7% | +3.6% | -35.3% | -32.7% |
| All | -31.7% | +3.0% | -34.7% | -32.7% |
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