+430.9%
NVT vs COMP
-32.0%
+463.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.5% |
| 7D | +10.4% | +4.1% | +6.3% | +9.9% |
| 30D | -1.3% | -14.5% | +13.3% | +0.2% |
| 3M | -0.6% | +41.8% | -42.4% | -4.8% |
| 6M | +53.8% | +23.6% | +30.2% | +48.3% |
| YTD | +60.2% | +1.7% | +58.5% | +57.0% |
| 1Y | +76.8% | +12.6% | +64.2% | +70.7% |
| 3Y | +191.2% | +221.9% | -30.6% | +144.0% |
| 5Y | +430.9% | -28.1% | +459.1% | +402.4% |
| All | +430.9% | -32.0% | +463.0% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling