+155.6%
NVT vs AS
+120.4%
+35.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.7% |
| 7D | +5.1% | -4.9% | +10.0% | +6.4% |
| 30D | -3.7% | -19.6% | +15.9% | +1.6% |
| 3M | -10.1% | -14.4% | +4.2% | -7.1% |
| 6M | +37.5% | -20.1% | +57.6% | +44.2% |
| YTD | +53.7% | -20.9% | +74.7% | +61.1% |
| 1Y | +70.9% | -21.9% | +92.7% | +79.1% |
| All | +155.6% | +120.4% | +35.2% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling