+430.9%
NVT vs ABCL
-39.9%
+470.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +10.4% | +1.4% | +8.9% | +10.2% |
| 30D | -1.3% | +65.1% | -66.4% | -8.7% |
| 3M | -0.6% | +111.1% | -111.7% | -12.0% |
| 6M | +53.8% | +231.6% | -177.8% | +27.1% |
| YTD | +60.2% | +234.5% | -174.3% | +31.1% |
| 1Y | +76.8% | +174.3% | -97.6% | +47.7% |
| 3Y | +191.2% | +111.5% | +79.8% | +135.7% |
| 5Y | +430.9% | -37.3% | +468.2% | +350.7% |
| All | +430.9% | -39.9% | +470.8% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling