+712.5%
NVT vs CAPR
-39.4%
+751.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.1% |
| 7D | +2.0% | -10.6% | +12.6% | +2.2% |
| 30D | -7.2% | +111.2% | -118.4% | -8.2% |
| 3M | -0.9% | -67.2% | +66.3% | -0.3% |
| 6M | +42.6% | -75.1% | +117.7% | +43.8% |
| YTD | +52.9% | -71.2% | +124.1% | +53.8% |
| 1Y | +64.5% | +31.1% | +33.3% | +58.2% |
| 3Y | +178.0% | +31.3% | +146.7% | +160.2% |
| 5Y | +402.8% | +69.4% | +333.4% | +363.2% |
| All | +712.5% | -39.4% | +751.9% | +655.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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