+420.3%
NVT vs CHD
+20.9%
+399.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.7% |
| 7D | +4.1% | -4.5% | +8.5% | +3.7% |
| 30D | -5.1% | -6.7% | +1.6% | -5.6% |
| 3M | -1.2% | -2.7% | +1.6% | -1.3% |
| 6M | +46.6% | -4.9% | +51.5% | +46.5% |
| YTD | +60.0% | +13.3% | +46.6% | +59.1% |
| 1Y | +70.8% | +1.0% | +69.8% | +70.1% |
| 3Y | +187.5% | +1.3% | +186.2% | +180.2% |
| All | +420.3% | +20.9% | +399.4% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling