+420.3%
NVT vs BBWI
-67.2%
+487.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.2% |
| 7D | +4.1% | -4.8% | +8.9% | +5.2% |
| 30D | -5.1% | +3.5% | -8.6% | -6.3% |
| 3M | -1.2% | -0.3% | -0.9% | -2.4% |
| 6M | +46.6% | -5.4% | +52.0% | +45.1% |
| YTD | +60.0% | -4.7% | +64.7% | +57.0% |
| 1Y | +70.8% | -30.5% | +101.3% | +79.7% |
| 3Y | +187.5% | -44.3% | +231.9% | +207.7% |
| All | +420.3% | -67.2% | +487.5% | +531.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling