+129.4%
NVT vs COMP
+423.6%
-294.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | -24.8% | +16.6% | -41.3% | -26.3% |
| 3M | -32.4% | -23.5% | -8.9% | -30.5% |
| 6M | -33.5% | +25.7% | -59.2% | -36.2% |
| YTD | +13.2% | -3.4% | +16.6% | +10.6% |
| 1Y | +9.0% | +7.6% | +1.4% | +5.0% |
| 3Y | +129.4% | +423.6% | -294.2% | +79.0% |
| All | +129.4% | +423.6% | -294.2% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling