+642.1%
NVT vs AVTR
+0.6%
+641.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +4.1% | -1.1% | +5.1% | +4.4% |
| 30D | -5.1% | +6.3% | -11.4% | -6.9% |
| 3M | -1.2% | +53.3% | -54.5% | -14.3% |
| 6M | +46.6% | +78.6% | -32.1% | +20.3% |
| YTD | +60.0% | +29.2% | +30.8% | +44.3% |
| 1Y | +70.8% | +13.8% | +57.0% | +56.8% |
| 3Y | +187.5% | -27.4% | +215.0% | +192.9% |
| 5Y | +426.1% | -65.0% | +491.2% | +604.7% |
| All | +642.1% | +0.6% | +641.5% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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