+227.1%
NVT vs ALM
+410.2%
-183.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.4% |
| 7D | +8.0% | +1.2% | +6.7% | +7.8% |
| 30D | -24.8% | -19.3% | -5.4% | -23.3% |
| 3M | -32.4% | -40.6% | +8.2% | -29.6% |
| 6M | -33.5% | -57.9% | +24.4% | -29.5% |
| YTD | +13.2% | -6.7% | +19.9% | +14.7% |
| 1Y | +9.0% | +20.2% | -11.2% | +9.0% |
| 3Y | +129.4% | +879.4% | -750.1% | +107.6% |
| All | +227.1% | +410.2% | -183.2% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling