+345.9%
NRG vs NVT
+731.8%
-385.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | -0.7% |
| 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% | -8.6% |
| 6M | -23.2% | +46.6% | -69.7% | -38.1% |
| YTD | -28.1% | +60.0% | -88.0% | -44.6% |
| 1Y | -27.3% | +70.8% | -98.1% | -45.9% |
| 3Y | +208.7% | +187.5% | +21.1% | +75.1% |
| 5Y | +197.7% | +426.1% | -228.5% | +26.9% |
| All | +345.9% | +731.8% | -385.8% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling