+730.1%
NVT vs CHD
+132.7%
+597.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | +7.0% | -4.2% | +11.2% | +7.2% |
| 30D | -2.3% | -7.6% | +5.2% | -2.0% |
| 3M | -3.1% | -1.6% | -1.5% | -3.2% |
| 6M | +47.0% | -6.3% | +53.3% | +47.5% |
| YTD | +56.2% | +14.6% | +41.6% | +53.5% |
| 1Y | +74.5% | +1.6% | +72.9% | +73.4% |
| 3Y | +184.0% | +3.1% | +180.9% | +177.1% |
| 5Y | +410.8% | +21.1% | +389.7% | +379.1% |
| All | +730.1% | +132.7% | +597.5% | +634.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling