+402.8%
NVT vs APD
+24.4%
+378.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +2.0% | -3.5% | +5.5% | +3.4% |
| 30D | -7.2% | -5.1% | -2.1% | -5.4% |
| 3M | -0.9% | +6.9% | -7.8% | -4.3% |
| 6M | +42.6% | +8.1% | +34.5% | +36.7% |
| YTD | +52.9% | +21.2% | +31.6% | +38.9% |
| 1Y | +64.5% | +4.9% | +59.6% | +58.8% |
| 3Y | +178.0% | +6.3% | +171.7% | +163.2% |
| 5Y | +402.8% | +24.3% | +378.5% | +307.6% |
| All | +402.8% | +24.4% | +378.4% | +307.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling