+187.5%
NVT vs BHP
+71.6%
+116.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.8% |
| 7D | +4.1% | -3.6% | +7.7% | +6.1% |
| 30D | -5.1% | -1.2% | -3.9% | -5.0% |
| 3M | -1.2% | +1.2% | -2.4% | -2.7% |
| 6M | +46.6% | +21.4% | +25.2% | +30.5% |
| YTD | +60.0% | +50.4% | +9.6% | +27.9% |
| 1Y | +70.8% | +67.5% | +3.3% | +29.1% |
| 3Y | +187.5% | +72.8% | +114.7% | +98.5% |
| All | +187.5% | +71.6% | +116.0% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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