+129.4%
NVT vs ACM
-9.1%
+138.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +8.0% | +5.6% | +2.3% | +5.4% |
| 30D | -24.8% | +20.8% | -45.6% | -31.0% |
| 3M | -32.4% | +11.4% | -43.8% | -36.1% |
| 6M | -33.5% | +0.9% | -34.4% | -35.1% |
| YTD | +13.2% | -24.8% | +38.0% | +30.0% |
| 1Y | +9.0% | -46.4% | +55.4% | +63.2% |
| 3Y | +129.4% | -9.2% | +138.6% | +124.2% |
| All | +129.4% | -9.1% | +138.5% | +124.2% |
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 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