+3.6%
NVT vs APD
+36.4%
-32.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.9% | -14.6% | -12.5% |
| 7D | -19.5% | +3.8% | -23.3% | -19.2% |
| 30D | -32.4% | +14.1% | -46.5% | -31.9% |
| 3M | -30.3% | +8.2% | -38.5% | -30.0% |
| 6M | -30.4% | +7.5% | -38.0% | -30.7% |
| YTD | +11.3% | +31.7% | -20.3% | +12.5% |
| 1Y | +3.6% | +35.1% | -31.5% | +6.1% |
| All | +3.6% | +36.4% | -32.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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