+109.1%
NVT vs ADVB
-97.4%
+206.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +7.7% |
| 7D | -7.5% | -1.2% | -6.3% | -7.5% |
| 30D | -31.5% | -61.4% | +29.9% | -31.6% |
| 3M | -30.4% | -67.8% | +37.4% | -30.6% |
| 6M | -32.5% | -66.9% | +34.4% | -33.1% |
| YTD | +12.9% | -64.9% | +77.8% | +11.4% |
| 1Y | +3.7% | -74.8% | +78.5% | +2.9% |
| All | +109.1% | -97.4% | +206.5% | +156.7% |
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 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