+2.5%
NVT vs COMP
+25.5%
-22.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.1% | +7.1% |
| 7D | -7.5% | +14.5% | -22.0% | -8.7% |
| 30D | -31.5% | +14.9% | -46.4% | -32.6% |
| 3M | -30.4% | -14.2% | -16.2% | -29.4% |
| 6M | -32.5% | +23.7% | -56.2% | -35.2% |
| YTD | +12.9% | +2.1% | +10.9% | +8.1% |
| All | +2.5% | +25.5% | -22.9% | -2.1% |
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