+750.3%
NVT vs AWK
+92.6%
+657.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.2% | +4.9% |
| 7D | +4.1% | -2.1% | +6.2% | +4.4% |
| 30D | -5.1% | +2.1% | -7.2% | -5.5% |
| 3M | -1.2% | +11.4% | -12.5% | -3.4% |
| 6M | +46.6% | +3.9% | +42.7% | +44.7% |
| YTD | +60.0% | +7.7% | +52.3% | +56.5% |
| 1Y | +70.8% | +1.3% | +69.5% | +68.8% |
| 3Y | +187.5% | +7.2% | +180.4% | +171.8% |
| 5Y | +426.1% | -17.0% | +443.1% | +439.0% |
| All | +750.3% | +92.6% | +657.6% | +678.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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