+187.5%
NVT vs BTDR
+4.4%
+183.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.2% |
| 7D | +4.1% | -3.4% | +7.5% | +4.5% |
| 30D | -5.1% | +32.6% | -37.7% | -8.3% |
| 3M | -1.2% | -32.2% | +31.1% | +1.6% |
| 6M | +46.6% | +52.4% | -5.8% | +37.7% |
| YTD | +60.0% | +6.7% | +53.3% | +54.2% |
| 1Y | +70.8% | -15.2% | +86.0% | +65.3% |
| 3Y | +187.5% | +14.9% | +172.7% | +147.0% |
| All | +187.5% | +4.4% | +183.2% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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