+129.4%
NVT vs ARWR
+79.8%
+49.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +8.0% | -17.8% | +25.8% | +10.9% |
| 30D | -24.8% | -18.1% | -6.6% | -22.6% |
| 3M | -32.4% | -44.2% | +11.7% | -26.3% |
| 6M | -33.5% | -38.6% | +5.2% | -28.9% |
| YTD | +13.2% | -28.0% | +41.2% | +17.2% |
| 1Y | +9.0% | +16.1% | -7.2% | +3.9% |
| 3Y | +129.4% | +84.0% | +45.4% | +87.2% |
| All | +129.4% | +79.8% | +49.6% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling