+730.1%
NVT vs BHP
+268.8%
+461.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.0% | +0.9% | +6.1% | +6.5% |
| 30D | -2.3% | +4.0% | -6.4% | -4.9% |
| 3M | -3.1% | +11.3% | -14.3% | -9.4% |
| 6M | +47.0% | +29.3% | +17.7% | +26.0% |
| YTD | +56.2% | +59.2% | -3.0% | +18.9% |
| 1Y | +74.5% | +80.8% | -6.3% | +23.3% |
| 3Y | +184.0% | +88.0% | +96.0% | +91.0% |
| 5Y | +410.8% | +126.6% | +284.1% | +182.6% |
| All | +730.1% | +268.8% | +461.3% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling