+70.9%
NVT vs APD
+6.0%
+64.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +5.1% | -2.2% | +7.3% | +5.1% |
| 30D | -3.7% | +2.1% | -5.8% | -3.8% |
| 3M | -10.1% | +7.2% | -17.3% | -11.1% |
| 6M | +37.5% | +11.2% | +26.2% | +36.4% |
| YTD | +53.7% | +24.4% | +29.3% | +52.7% |
| 1Y | +70.9% | +6.7% | +64.2% | +83.4% |
| All | +70.9% | +6.0% | +64.8% | +83.4% |
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