+74.5%
NVT vs ADVB
-3.0%
+77.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.9% | -2.6% |
| 7D | +7.0% | -13.0% | +20.0% | +6.7% |
| 30D | -2.3% | +7.5% | -9.8% | -2.1% |
| 3M | -3.1% | +129.1% | -132.2% | -1.3% |
| 6M | +47.0% | +71.7% | -24.7% | +49.8% |
| YTD | +56.2% | +45.5% | +10.7% | +58.2% |
| 1Y | +74.5% | -2.7% | +77.3% | +70.6% |
| All | +74.5% | -3.0% | +77.5% | +70.6% |
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