+750.3%
NVT vs BN
+201.5%
+548.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.3% |
| 7D | +4.1% | -5.2% | +9.3% | +7.8% |
| 30D | -5.1% | -14.5% | +9.3% | +5.3% |
| 3M | -1.2% | -15.0% | +13.8% | +9.9% |
| 6M | +46.6% | -5.4% | +52.0% | +50.8% |
| YTD | +60.0% | -16.4% | +76.4% | +78.0% |
| 1Y | +70.8% | -16.2% | +87.0% | +89.6% |
| 3Y | +187.5% | +67.5% | +120.0% | +96.6% |
| 5Y | +426.1% | +34.1% | +392.0% | +302.7% |
| All | +750.3% | +201.5% | +548.8% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling