+70.9%
NVT vs ALM
+318.3%
-247.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +5.1% | -2.6% | +7.7% | +5.5% |
| 30D | -3.7% | +32.0% | -35.7% | -8.1% |
| 3M | -10.1% | -15.0% | +4.9% | -10.0% |
| 6M | +37.5% | -10.1% | +47.6% | +34.5% |
| YTD | +53.7% | +99.4% | -45.7% | +40.6% |
| 1Y | +70.9% | +316.4% | -245.5% | +57.3% |
| All | +70.9% | +318.3% | -247.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling