+717.0%
NVT vs CAPR
-31.4%
+748.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | +5.1% | -2.0% | +7.1% | +5.1% |
| 30D | -3.7% | +139.2% | -142.9% | -4.9% |
| 3M | -10.1% | -66.4% | +56.2% | -9.7% |
| 6M | +37.5% | -63.1% | +100.6% | +37.9% |
| YTD | +53.7% | -67.4% | +121.2% | +54.4% |
| 1Y | +70.9% | +58.2% | +12.6% | +63.8% |
| 3Y | +180.4% | +42.2% | +138.2% | +162.3% |
| 5Y | +393.5% | +87.3% | +306.2% | +354.2% |
| All | +717.0% | -31.4% | +748.4% | +658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling