+187.5%
NVT vs BG
+18.0%
+169.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.4% | +4.9% |
| 7D | +4.1% | +3.1% | +1.0% | +3.7% |
| 30D | -5.1% | +10.2% | -15.4% | -6.4% |
| 3M | -1.2% | -1.7% | +0.5% | -1.0% |
| 6M | +46.6% | +1.0% | +45.6% | +46.0% |
| YTD | +60.0% | +39.9% | +20.1% | +52.3% |
| 1Y | +70.8% | +53.2% | +17.6% | +59.9% |
| 3Y | +187.5% | +16.3% | +171.3% | +186.2% |
| All | +187.5% | +18.0% | +169.6% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling