+616.8%
NVT vs ABCL
-81.3%
+698.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | -3.7% | +93.1% | -96.8% | -11.2% |
| 3M | -10.1% | +79.4% | -89.6% | -17.0% |
| 6M | +37.5% | +214.9% | -177.4% | +18.8% |
| YTD | +53.7% | +234.2% | -180.5% | +31.3% |
| 1Y | +70.9% | +174.8% | -103.9% | +48.2% |
| 3Y | +180.4% | +104.5% | +75.9% | +137.4% |
| 5Y | +393.5% | -39.0% | +432.5% | +329.9% |
| All | +616.8% | -81.3% | +698.0% | +545.3% |
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