+227.1%
NVT vs COO
-40.4%
+267.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +8.0% | +0.5% | +7.5% | +7.9% |
| 30D | -24.8% | +14.2% | -38.9% | -27.6% |
| 3M | -32.4% | -18.2% | -14.2% | -29.2% |
| 6M | -33.5% | +5.3% | -38.8% | -36.2% |
| YTD | +13.2% | -23.6% | +36.7% | +21.1% |
| 1Y | +9.0% | -12.7% | +21.6% | +11.0% |
| 3Y | +129.4% | -24.2% | +153.6% | +135.1% |
| All | +227.1% | -40.4% | +267.4% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling