+166.3%
NVT vs AS
+114.1%
+52.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.9% |
| 7D | +10.4% | -2.6% | +13.0% | +11.0% |
| 30D | -1.3% | -22.1% | +20.8% | +5.0% |
| 3M | -0.6% | -15.3% | +14.7% | +2.9% |
| 6M | +53.8% | -15.6% | +69.3% | +59.0% |
| YTD | +60.2% | -23.2% | +83.4% | +69.0% |
| 1Y | +76.8% | -21.7% | +98.5% | +85.1% |
| All | +166.3% | +114.1% | +52.2% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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