+420.3%
NVT vs ALM
+839.2%
-418.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.5% | +11.2% | +5.1% |
| 7D | +4.1% | -11.8% | +15.9% | +5.0% |
| 30D | -5.1% | +7.8% | -12.9% | -5.8% |
| 3M | -1.2% | -9.3% | +8.1% | -1.1% |
| 6M | +46.6% | -30.5% | +77.1% | +47.9% |
| YTD | +60.0% | +75.8% | -15.8% | +54.0% |
| 1Y | +70.8% | +241.2% | -170.4% | +59.0% |
| 3Y | +187.5% | +1,872.6% | -1,685.1% | +142.2% |
| All | +420.3% | +839.2% | -418.9% | +351.4% |
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