+180.7%
NVT vs ACM
-22.3%
+203.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.0% |
| 7D | +7.0% | -3.7% | +10.7% | +9.0% |
| 30D | -2.3% | -12.7% | +10.3% | +3.7% |
| 3M | -3.1% | -9.8% | +6.7% | +0.1% |
| 6M | +47.0% | -31.4% | +78.4% | +80.8% |
| YTD | +56.2% | -32.1% | +88.3% | +89.4% |
| 1Y | +74.5% | -47.8% | +122.4% | +158.3% |
| All | +180.7% | -22.3% | +203.0% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling