+187.5%
NVT vs CHD
+0.7%
+186.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.7% |
| 7D | +4.1% | -4.5% | +8.5% | +2.5% |
| 30D | -5.1% | -6.7% | +1.6% | -7.2% |
| 3M | -1.2% | -2.7% | +1.6% | -1.5% |
| 6M | +46.6% | -4.9% | +51.5% | +45.6% |
| YTD | +60.0% | +13.3% | +46.6% | +65.9% |
| 1Y | +70.8% | +1.0% | +69.8% | +71.0% |
| 3Y | +187.5% | +1.3% | +186.2% | +185.8% |
| All | +187.5% | +0.7% | +186.9% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling