+751.2%
NVT vs AR
+95.0%
+656.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +10.4% | -1.8% | +12.2% | +10.7% |
| 30D | -1.3% | +12.6% | -13.9% | -3.4% |
| 3M | -0.6% | +10.0% | -10.6% | -2.7% |
| 6M | +53.8% | +0.6% | +53.1% | +52.3% |
| YTD | +60.2% | +13.4% | +46.8% | +54.6% |
| 1Y | +76.8% | +21.7% | +55.1% | +67.9% |
| 3Y | +191.2% | +45.8% | +145.4% | +165.3% |
| 5Y | +430.9% | +144.3% | +286.7% | +329.0% |
| All | +751.2% | +95.0% | +656.2% | +546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling