+187.5%
NVT vs BR
-5.3%
+192.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.1% | -3.0% | +7.0% | +4.1% |
| 30D | -5.1% | -0.3% | -4.8% | -5.2% |
| 3M | -1.2% | +17.3% | -18.5% | -2.8% |
| 6M | +46.6% | -6.7% | +53.3% | +51.9% |
| YTD | +60.0% | -23.4% | +83.4% | +77.1% |
| 1Y | +70.8% | -32.7% | +103.5% | +100.4% |
| 3Y | +187.5% | -5.9% | +193.5% | +178.3% |
| All | +187.5% | -5.3% | +192.9% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling