+402.8%
NVT vs ACM
-0.5%
+403.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.1% |
| 7D | +2.0% | -5.9% | +7.9% | +5.6% |
| 30D | -7.2% | -6.2% | -1.0% | -4.7% |
| 3M | -0.9% | -7.9% | +7.0% | +1.0% |
| 6M | +42.6% | -30.6% | +73.2% | +75.2% |
| YTD | +52.9% | -33.3% | +86.2% | +89.4% |
| 1Y | +64.5% | -49.2% | +113.7% | +148.2% |
| 3Y | +178.0% | -23.5% | +201.4% | +204.6% |
| 5Y | +402.8% | +0.9% | +401.8% | +356.7% |
| All | +402.8% | -0.5% | +403.3% | +356.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling