+501.5%
NVT vs CAPR
-30.4%
+532.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.6% |
| 7D | +8.0% | +5.9% | +2.1% | +7.9% |
| 30D | -24.8% | +44.6% | -69.4% | -25.2% |
| 3M | -32.4% | +126.4% | -158.8% | -33.3% |
| 6M | -33.5% | -68.6% | +35.1% | -33.2% |
| YTD | +13.2% | -67.0% | +80.2% | +13.5% |
| 1Y | +9.0% | +65.2% | -56.2% | +4.4% |
| 3Y | +129.4% | +235.6% | -106.2% | +110.9% |
| 5Y | +230.1% | +175.4% | +54.6% | +201.4% |
| All | +501.5% | -30.4% | +532.0% | +457.5% |
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