+624.5%
NVT vs AVTR
+1.1%
+623.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.8% |
| 7D | +7.0% | +1.6% | +5.4% | +6.5% |
| 30D | -2.3% | +8.4% | -10.7% | -4.6% |
| 3M | -3.1% | +50.2% | -53.2% | -15.4% |
| 6M | +47.0% | +82.6% | -35.5% | +19.8% |
| YTD | +56.2% | +29.8% | +26.4% | +40.7% |
| 1Y | +74.5% | +16.0% | +58.6% | +59.2% |
| 3Y | +184.0% | -26.4% | +210.5% | +187.9% |
| 5Y | +410.8% | -64.5% | +475.2% | +579.9% |
| All | +624.5% | +1.1% | +623.4% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling