+751.2%
NVT vs BBWI
-13.6%
+764.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.0% |
| 7D | +10.4% | +1.6% | +8.8% | +9.9% |
| 30D | -1.3% | -6.2% | +4.9% | -0.2% |
| 3M | -0.6% | +4.3% | -5.0% | -3.1% |
| 6M | +53.8% | -7.2% | +60.9% | +52.7% |
| YTD | +60.2% | -3.0% | +63.2% | +56.2% |
| 1Y | +76.8% | -30.8% | +107.5% | +86.2% |
| 3Y | +191.2% | -43.4% | +234.6% | +210.4% |
| 5Y | +430.9% | -66.7% | +497.7% | +525.0% |
| All | +751.2% | -13.6% | +764.8% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling