+750.3%
NVT vs ACM
+83.5%
+666.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.9% |
| 7D | +4.1% | -4.6% | +8.7% | +7.5% |
| 30D | -5.1% | +4.1% | -9.2% | -8.6% |
| 3M | -1.2% | -8.3% | +7.1% | +1.5% |
| 6M | +46.6% | -30.1% | +76.6% | +82.8% |
| YTD | +60.0% | -32.6% | +92.6% | +101.2% |
| 1Y | +70.8% | -49.6% | +120.4% | +166.9% |
| 3Y | +187.5% | -23.0% | +210.6% | +221.7% |
| 5Y | +426.1% | +2.0% | +424.2% | +363.2% |
| All | +750.3% | +83.5% | +666.8% | +296.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling