+184.6%
NVT vs ADVB
-88.3%
+272.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +5.1% | -3.8% | +8.8% | +5.1% |
| 30D | -3.7% | +17.6% | -21.3% | -3.6% |
| 3M | -10.1% | +119.1% | -129.3% | -10.9% |
| 6M | +37.5% | +103.4% | -65.9% | +36.0% |
| YTD | +53.7% | +59.8% | -6.1% | +52.4% |
| 1Y | +70.9% | +8.5% | +62.3% | +68.5% |
| All | +184.6% | -88.3% | +272.9% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling