+512.2%
NVT vs AR
+90.7%
+421.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.5% |
| 7D | +3.5% | +2.1% | +1.4% | +3.2% |
| 30D | -28.2% | +4.5% | -32.7% | -28.7% |
| 3M | -30.1% | +1.0% | -31.1% | -30.3% |
| 6M | -32.5% | +4.4% | -36.9% | -33.4% |
| YTD | +15.2% | +10.9% | +4.3% | +11.5% |
| 1Y | +7.2% | +8.6% | -1.4% | +4.0% |
| 3Y | +134.2% | +48.5% | +85.7% | +113.0% |
| 5Y | +238.3% | +95.7% | +142.6% | +183.8% |
| All | +512.2% | +90.7% | +421.6% | +366.1% |
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