+501.5%
NVT vs ACWI
+151.2%
+350.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +8.0% | +2.4% | +5.5% | +4.5% |
| 30D | -24.8% | -1.7% | -23.1% | -22.3% |
| 3M | -32.4% | -3.9% | -28.5% | -27.6% |
| 6M | -33.5% | +0.8% | -34.3% | -32.8% |
| YTD | +13.2% | +11.0% | +2.1% | +0.5% |
| 1Y | +9.0% | +13.1% | -4.1% | -5.4% |
| 3Y | +129.4% | +73.9% | +55.5% | +15.3% |
| 5Y | +230.1% | +59.0% | +171.0% | +88.3% |
| All | +501.5% | +151.2% | +350.3% | +85.3% |
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