+4.3%
NVT vs ADVB
-61.6%
+65.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +42.7% | -43.7% | -1.4% |
| 7D | +17.4% | +74.2% | -56.8% | +16.8% |
| 30D | -28.4% | -35.9% | +7.5% | -29.1% |
| 3M | -32.4% | -56.4% | +24.0% | -33.4% |
| 6M | -32.2% | -36.7% | +4.6% | -33.4% |
| YTD | +14.0% | -43.3% | +57.3% | +11.0% |
| 1Y | +4.3% | -63.4% | +67.7% | +6.7% |
| All | +4.3% | -61.6% | +65.9% | +6.7% |
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