+750.3%
NVT vs ARES
+691.0%
+59.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.3% |
| 7D | +4.1% | -6.1% | +10.1% | +7.4% |
| 30D | -5.1% | -7.5% | +2.4% | -1.6% |
| 3M | -1.2% | +0.1% | -1.3% | -2.3% |
| 6M | +46.6% | +30.3% | +16.3% | +24.8% |
| YTD | +60.0% | -16.6% | +76.6% | +69.3% |
| 1Y | +70.8% | -26.1% | +96.9% | +91.5% |
| 3Y | +187.5% | +36.4% | +151.1% | +131.8% |
| 5Y | +426.1% | +95.0% | +331.2% | +236.0% |
| All | +750.3% | +691.0% | +59.3% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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