+717.0%
NVT vs ACM
+92.3%
+624.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +5.1% | -3.7% | +8.8% | +7.9% |
| 30D | -3.7% | -11.1% | +7.4% | +2.6% |
| 3M | -10.1% | -8.0% | -2.2% | -7.6% |
| 6M | +37.5% | -29.7% | +67.1% | +71.1% |
| YTD | +53.7% | -29.4% | +83.1% | +87.1% |
| 1Y | +70.9% | -46.4% | +117.3% | +155.6% |
| 3Y | +180.4% | -22.3% | +202.7% | +212.7% |
| 5Y | +393.5% | +4.5% | +389.0% | +328.2% |
| All | +717.0% | +92.3% | +624.7% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling