+196.5%
NVT vs ADVB
-88.8%
+285.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.2% |
| 7D | +10.4% | -14.0% | +24.4% | +10.3% |
| 30D | -1.3% | +41.0% | -42.3% | -1.2% |
| 3M | -0.6% | +127.9% | -128.5% | -1.5% |
| 6M | +53.8% | +101.3% | -47.6% | +52.0% |
| YTD | +60.2% | +53.8% | +6.4% | +58.7% |
| 1Y | +76.8% | +4.4% | +72.4% | +74.3% |
| All | +196.5% | -88.8% | +285.3% | +265.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling