+9.0%
NVT vs ADVB
-72.7%
+81.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.6% | +22.9% | -0.5% |
| 7D | +8.0% | +27.8% | -19.8% | +7.7% |
| 30D | -24.8% | -50.8% | +26.0% | -25.4% |
| 3M | -32.4% | -70.5% | +38.1% | -33.4% |
| 6M | -33.5% | -46.7% | +13.3% | -34.6% |
| YTD | +13.2% | -56.7% | +69.9% | +10.5% |
| 1Y | +9.0% | -71.8% | +80.7% | +7.9% |
| All | +9.0% | -72.7% | +81.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling