+751.2%
NVT vs ACM
+90.7%
+660.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.8% |
| 7D | +10.4% | -0.3% | +10.7% | +10.6% |
| 30D | -1.3% | -12.9% | +11.6% | +6.7% |
| 3M | -0.6% | -6.4% | +5.7% | +0.7% |
| 6M | +53.8% | -29.2% | +83.0% | +90.3% |
| YTD | +60.2% | -29.9% | +90.1% | +96.0% |
| 1Y | +76.8% | -47.3% | +124.0% | +167.5% |
| 3Y | +191.2% | -19.6% | +210.9% | +215.8% |
| 5Y | +430.9% | +5.5% | +425.4% | +356.4% |
| All | +751.2% | +90.7% | +660.5% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling