+489.7%
NVT vs COMP
-47.7%
+537.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | +5.1% | +1.4% | +3.7% | +4.9% |
| 30D | -3.7% | -13.3% | +9.6% | -2.4% |
| 3M | -10.1% | +41.1% | -51.3% | -13.8% |
| 6M | +37.5% | +17.2% | +20.3% | +33.4% |
| YTD | +53.7% | +5.2% | +48.5% | +50.3% |
| 1Y | +70.9% | +18.9% | +51.9% | +64.2% |
| 3Y | +180.4% | +215.9% | -35.5% | +135.7% |
| 5Y | +393.5% | -31.2% | +424.7% | +353.2% |
| All | +489.7% | -47.7% | +537.4% | +460.3% |
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