+750.3%
NVT vs CG
+178.0%
+572.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.5% |
| 7D | +4.1% | -9.9% | +13.9% | +9.8% |
| 30D | -5.1% | -11.7% | +6.5% | +0.7% |
| 3M | -1.2% | -4.3% | +3.1% | +0.2% |
| 6M | +46.6% | -8.8% | +55.3% | +51.6% |
| YTD | +60.0% | -26.9% | +86.8% | +84.6% |
| 1Y | +70.8% | -35.4% | +106.2% | +109.1% |
| 3Y | +187.5% | +43.0% | +144.5% | +121.3% |
| 5Y | +426.1% | +1.9% | +424.2% | +356.5% |
| All | +750.3% | +178.0% | +572.3% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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