+712.5%
NVT vs ACWI
+155.5%
+557.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -0.9% |
| 7D | +2.0% | -1.9% | +4.0% | +4.9% |
| 30D | -7.2% | -1.3% | -5.9% | -5.4% |
| 3M | -0.9% | +5.0% | -5.9% | -6.8% |
| 6M | +42.6% | +11.7% | +30.9% | +23.7% |
| YTD | +52.9% | +13.0% | +39.9% | +31.0% |
| 1Y | +64.5% | +19.2% | +45.2% | +31.5% |
| 3Y | +178.0% | +75.0% | +103.0% | +37.0% |
| 5Y | +402.8% | +67.1% | +335.7% | +164.8% |
| All | +712.5% | +155.5% | +557.0% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling