+750.3%
NVT vs CHD
+130.1%
+620.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +4.1% | -4.5% | +8.5% | +4.3% |
| 30D | -5.1% | -6.7% | +1.6% | -4.9% |
| 3M | -1.2% | -2.7% | +1.6% | -1.2% |
| 6M | +46.6% | -4.9% | +51.5% | +46.7% |
| YTD | +60.0% | +13.3% | +46.6% | +57.3% |
| 1Y | +70.8% | +1.0% | +69.8% | +69.7% |
| 3Y | +187.5% | +1.3% | +186.2% | +181.1% |
| 5Y | +426.1% | +20.8% | +405.3% | +393.1% |
| All | +750.3% | +130.1% | +620.1% | +653.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling