+420.3%
NVT vs ACI
-39.5%
+459.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +4.5% |
| 7D | +4.1% | -3.7% | +7.8% | +4.2% |
| 30D | -5.1% | +0.6% | -5.7% | -5.2% |
| 3M | -1.2% | -20.3% | +19.2% | 0.0% |
| 6M | +46.6% | -24.7% | +71.2% | +48.4% |
| YTD | +60.0% | -27.2% | +87.2% | +62.3% |
| 1Y | +70.8% | -32.7% | +103.5% | +75.0% |
| 3Y | +187.5% | -43.9% | +231.5% | +202.3% |
| All | +420.3% | -39.5% | +459.8% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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