+70.8%
NVT vs ACM
-48.8%
+119.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | +4.1% | -4.6% | +8.7% | +4.8% |
| 30D | -5.1% | +4.1% | -9.2% | -6.0% |
| 3M | -1.2% | -8.3% | +7.1% | -0.3% |
| 6M | +46.6% | -30.1% | +76.6% | +60.9% |
| YTD | +60.0% | -32.6% | +92.6% | +75.3% |
| 1Y | +70.8% | -49.6% | +120.4% | +105.8% |
| All | +70.8% | -48.8% | +119.6% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling