+174.8%
NVT vs COO
-38.4%
+213.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.7% | +12.5% | +0.4% |
| 7D | +2.0% | -23.3% | +25.3% | +6.6% |
| 30D | -7.2% | -29.5% | +22.3% | -1.6% |
| 3M | -0.9% | -20.0% | +19.1% | +2.1% |
| 6M | +42.6% | -27.2% | +69.8% | +50.7% |
| YTD | +52.9% | -33.9% | +86.8% | +65.6% |
| 1Y | +64.5% | -19.9% | +84.4% | +68.7% |
| All | +174.8% | -38.4% | +213.2% | +213.0% |
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