+431.5%
NVT vs ABCL
-81.0%
+512.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.7% |
| 7D | +17.4% | +4.4% | +13.0% | +16.8% |
| 30D | -28.4% | -7.9% | -20.5% | -27.6% |
| 3M | -32.4% | +12.2% | -44.6% | -33.5% |
| 6M | -32.2% | +134.7% | -166.9% | -39.4% |
| YTD | +14.0% | +239.8% | -225.8% | -2.9% |
| 1Y | +4.3% | +192.7% | -188.4% | -9.8% |
| 3Y | +131.7% | +187.6% | -55.9% | +91.8% |
| 5Y | +232.4% | -22.6% | +255.0% | +189.1% |
| All | +431.5% | -81.0% | +512.4% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling