+180.7%
NVT vs ALB
-29.2%
+210.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | +7.0% | -8.6% | +15.6% | +9.1% |
| 30D | -2.3% | -4.0% | +1.7% | -1.7% |
| 3M | -3.1% | -17.4% | +14.3% | +0.7% |
| 6M | +47.0% | -25.4% | +72.4% | +54.7% |
| YTD | +56.2% | -10.5% | +66.7% | +56.6% |
| 1Y | +74.5% | +75.8% | -1.3% | +47.5% |
| All | +180.7% | -29.2% | +210.0% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling