+437.1%
NVT vs ABCL
-80.4%
+517.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +4.3% |
| 7D | +3.5% | -2.7% | +6.2% | +3.9% |
| 30D | -28.2% | -5.4% | -22.8% | -27.6% |
| 3M | -30.1% | +22.4% | -52.5% | -31.8% |
| 6M | -32.5% | +127.6% | -160.1% | -39.5% |
| YTD | +15.2% | +249.4% | -234.2% | -2.2% |
| 1Y | +7.2% | +198.0% | -190.8% | -7.5% |
| 3Y | +134.2% | +195.8% | -61.6% | +93.2% |
| 5Y | +238.3% | -20.6% | +258.9% | +193.3% |
| All | +437.1% | -80.4% | +517.5% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling