+79.0%
NVT vs ABCL
+173.7%
-94.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +10.4% | +1.4% | +8.9% | +10.1% |
| 30D | -1.3% | +65.1% | -66.4% | -9.9% |
| 3M | -0.6% | +111.1% | -111.7% | -15.3% |
| 6M | +53.8% | +231.6% | -177.8% | +17.5% |
| YTD | +60.2% | +234.5% | -174.3% | +20.3% |
| All | +79.0% | +173.7% | -94.7% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling