+712.5%
NVT vs BR
+76.5%
+636.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +2.0% | -6.0% | +8.0% | +4.6% |
| 30D | -7.2% | -0.9% | -6.3% | -7.3% |
| 3M | -0.9% | +16.4% | -17.3% | -9.2% |
| 6M | +42.6% | -8.2% | +50.8% | +45.7% |
| YTD | +52.9% | -23.2% | +76.1% | +70.4% |
| 1Y | +64.5% | -30.9% | +95.4% | +93.8% |
| 3Y | +178.0% | -5.0% | +183.0% | +167.1% |
| 5Y | +402.8% | +8.8% | +394.0% | +335.0% |
| All | +712.5% | +76.5% | +636.0% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling