+750.3%
NVT vs BR
+76.0%
+674.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +4.1% | -3.0% | +7.0% | +5.3% |
| 30D | -5.1% | -0.3% | -4.8% | -5.5% |
| 3M | -1.2% | +17.3% | -18.5% | -9.8% |
| 6M | +46.6% | -6.7% | +53.3% | +48.6% |
| YTD | +60.0% | -23.4% | +83.4% | +78.5% |
| 1Y | +70.8% | -32.7% | +103.5% | +104.1% |
| 3Y | +187.5% | -5.9% | +193.5% | +177.8% |
| 5Y | +426.1% | +8.4% | +417.7% | +355.8% |
| All | +750.3% | +76.0% | +674.3% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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