+730.1%
NVT vs BWA
+58.1%
+672.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.6% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -2.3% | -5.6% | +3.2% | +0.7% |
| 3M | -3.1% | -10.7% | +7.6% | +3.3% |
| 6M | +47.0% | +23.2% | +23.9% | +29.9% |
| YTD | +56.2% | +46.0% | +10.2% | +21.4% |
| 1Y | +74.5% | +51.2% | +23.4% | +31.8% |
| 3Y | +184.0% | +69.6% | +114.5% | +93.2% |
| 5Y | +410.8% | +86.6% | +324.2% | +211.7% |
| All | +730.1% | +58.1% | +672.0% | +315.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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