+129.4%
NVT vs COO
-24.0%
+153.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | -24.8% | +14.2% | -38.9% | -26.4% |
| 3M | -32.4% | -18.2% | -14.2% | -30.2% |
| 6M | -33.5% | +5.3% | -38.8% | -35.4% |
| YTD | +13.2% | -23.6% | +36.7% | +19.8% |
| 1Y | +9.0% | -12.7% | +21.6% | +11.1% |
| 3Y | +129.4% | -24.2% | +153.6% | +133.1% |
| All | +129.4% | -24.0% | +153.4% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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