+302.1%
NVT vs COMP
-52.0%
+354.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.7% | -2.8% | +6.9% |
| 7D | -15.7% | +13.4% | -29.1% | -16.8% |
| 30D | -36.6% | +11.1% | -47.7% | -37.4% |
| 3M | -34.8% | -18.8% | -16.0% | -33.7% |
| 6M | -38.2% | +10.5% | -48.7% | -39.5% |
| YTD | +4.8% | -3.4% | +8.2% | +3.0% |
| 1Y | -2.8% | +19.7% | -22.5% | -6.7% |
| 3Y | +119.5% | +381.6% | -262.1% | +77.7% |
| 5Y | +204.7% | -17.6% | +222.3% | +176.2% |
| All | +302.1% | -52.0% | +354.1% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling