+3.6%
NVT vs CHD
+30.9%
-27.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.6% | -15.3% | -10.7% |
| 7D | -19.5% | +6.9% | -26.4% | -15.0% |
| 30D | -32.4% | +17.1% | -49.5% | -24.1% |
| 3M | -30.3% | +9.1% | -39.4% | -24.9% |
| 6M | -30.4% | +21.4% | -51.8% | -19.8% |
| YTD | +11.3% | +34.9% | -23.5% | +37.4% |
| 1Y | +3.6% | +31.0% | -27.5% | +26.5% |
| All | +3.6% | +30.9% | -27.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling