+204.0%
NVT vs CF
+120.6%
+83.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.9% |
| 7D | -15.7% | -3.2% | -12.5% | -15.6% |
| 30D | -36.6% | +4.3% | -40.9% | -36.7% |
| 3M | -34.8% | +2.8% | -37.7% | -35.0% |
| 6M | -38.2% | +0.6% | -38.9% | -38.5% |
| YTD | +4.8% | +56.6% | -51.8% | -2.4% |
| 1Y | -2.8% | +49.6% | -52.4% | -9.0% |
| 3Y | +119.5% | +61.5% | +58.0% | +99.9% |
| All | +204.0% | +120.6% | +83.4% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling