+410.8%
NVT vs AR
+148.2%
+262.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.0% | -1.2% | +8.2% | +7.2% |
| 30D | -2.3% | +5.5% | -7.9% | -3.5% |
| 3M | -3.1% | +12.9% | -16.0% | -6.0% |
| 6M | +47.0% | +0.1% | +47.0% | +45.6% |
| YTD | +56.2% | +13.5% | +42.7% | +49.4% |
| 1Y | +74.5% | +21.6% | +53.0% | +63.3% |
| 3Y | +184.0% | +46.0% | +138.0% | +153.7% |
| 5Y | +410.8% | +143.7% | +267.0% | +293.4% |
| All | +410.8% | +148.2% | +262.5% | +293.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling