+751.2%
NVT vs ALM
+2,221.8%
-1,470.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.8% | -4.6% | +3.5% |
| 7D | +10.4% | +8.4% | +1.9% | +9.7% |
| 30D | -1.3% | +34.8% | -36.1% | -3.6% |
| 3M | -0.6% | +16.2% | -16.9% | -2.2% |
| 6M | +53.8% | +2.1% | +51.6% | +51.6% |
| YTD | +60.2% | +117.0% | -56.8% | +50.7% |
| 1Y | +76.8% | +313.9% | -237.1% | +59.4% |
| 3Y | +191.2% | +2,327.9% | -2,136.7% | +127.2% |
| 5Y | +430.9% | +1,040.6% | -609.7% | +328.7% |
| All | +751.2% | +2,221.8% | -1,470.6% | +515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling