+501.5%
NVT vs APD
+133.7%
+367.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +8.0% | +3.8% | +4.1% | +5.9% |
| 30D | -24.8% | +8.2% | -33.0% | -28.1% |
| 3M | -32.4% | +4.3% | -36.7% | -34.3% |
| 6M | -33.5% | +4.7% | -38.2% | -35.9% |
| YTD | +13.2% | +31.5% | -18.4% | -4.8% |
| 1Y | +9.0% | +23.5% | -14.6% | -5.6% |
| 3Y | +129.4% | +29.1% | +100.3% | +85.9% |
| 5Y | +230.1% | +15.9% | +214.2% | +179.6% |
| All | +501.5% | +133.7% | +367.9% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling