+750.3%
NVT vs AVAV
+159.1%
+591.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.7% |
| 7D | +4.1% | +1.4% | +2.6% | +3.8% |
| 30D | -5.1% | -24.3% | +19.2% | -0.3% |
| 3M | -1.2% | -20.1% | +19.0% | +1.6% |
| 6M | +46.6% | -29.4% | +76.0% | +52.3% |
| YTD | +60.0% | -39.3% | +99.3% | +67.3% |
| 1Y | +70.8% | -39.3% | +110.1% | +77.3% |
| 3Y | +187.5% | +29.5% | +158.1% | +139.7% |
| 5Y | +426.1% | +56.3% | +369.8% | +294.0% |
| All | +750.3% | +159.1% | +591.2% | +406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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