+3.6%
NVT vs COMP
+23.8%
-20.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +7.7% | -20.4% | -13.3% |
| 7D | -19.5% | +9.5% | -29.0% | -20.1% |
| 30D | -32.4% | +8.1% | -40.5% | -33.0% |
| 3M | -30.3% | -16.3% | -14.0% | -29.1% |
| 6M | -30.4% | +42.2% | -72.7% | -35.2% |
| YTD | +11.3% | -5.0% | +16.4% | +7.2% |
| 1Y | +3.6% | +20.1% | -16.5% | -3.8% |
| All | +3.6% | +23.8% | -20.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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