+750.3%
NVT vs AR
+91.8%
+658.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.0% |
| 7D | +4.1% | -2.5% | +6.6% | +4.5% |
| 30D | -5.1% | +2.5% | -7.7% | -5.6% |
| 3M | -1.2% | +12.3% | -13.5% | -3.5% |
| 6M | +46.6% | -3.1% | +49.7% | +46.2% |
| YTD | +60.0% | +11.5% | +48.5% | +54.9% |
| 1Y | +70.8% | +17.0% | +53.8% | +63.3% |
| 3Y | +187.5% | +47.3% | +140.3% | +161.5% |
| 5Y | +426.1% | +141.2% | +284.9% | +326.0% |
| All | +750.3% | +91.8% | +658.5% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling