+74.3%
NVT vs AS
+134.9%
-60.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.8% |
| 7D | -15.7% | +6.9% | -22.6% | -17.2% |
| 30D | -36.6% | +16.0% | -52.6% | -39.2% |
| 3M | -34.8% | -12.8% | -22.0% | -32.9% |
| 6M | -38.2% | -15.4% | -22.9% | -36.1% |
| YTD | +4.8% | -15.7% | +20.6% | +7.7% |
| 1Y | -2.8% | +6.1% | -8.9% | -5.9% |
| All | +74.3% | +134.9% | -60.6% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling