+402.8%
NVT vs ALB
-48.1%
+450.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.4% |
| 7D | +2.0% | -7.6% | +9.6% | +4.0% |
| 30D | -7.2% | -5.6% | -1.6% | -6.2% |
| 3M | -0.9% | -16.8% | +15.9% | +3.1% |
| 6M | +42.6% | -26.3% | +68.9% | +51.2% |
| YTD | +52.9% | -13.2% | +66.1% | +54.5% |
| 1Y | +64.5% | +68.8% | -4.3% | +38.7% |
| 3Y | +178.0% | -30.7% | +208.7% | +173.0% |
| 5Y | +402.8% | -46.3% | +449.1% | +391.4% |
| All | +402.8% | -48.1% | +450.9% | +391.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling