-27.3%
NRG vs NVT
+71.6%
-98.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | -0.8% |
| 7D | -4.7% | +4.1% | -8.7% | -6.6% |
| 30D | -6.0% | -5.1% | -0.8% | -3.7% |
| 3M | -8.0% | -1.2% | -6.8% | -9.2% |
| 6M | -23.2% | +46.6% | -69.7% | -41.1% |
| YTD | -28.1% | +60.0% | -88.0% | -47.9% |
| 1Y | -27.3% | +70.8% | -98.1% | -49.6% |
| All | -27.3% | +71.6% | -98.9% | -49.6% |
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