+717.0%
NVT vs COO
+22.9%
+694.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | +5.1% | -2.2% | +7.3% | +6.1% |
| 30D | -3.7% | -7.0% | +3.3% | -0.8% |
| 3M | -10.1% | +12.2% | -22.4% | -16.3% |
| 6M | +37.5% | -15.1% | +52.6% | +46.4% |
| YTD | +53.7% | -15.1% | +68.8% | +63.4% |
| 1Y | +70.9% | +2.3% | +68.5% | +64.0% |
| 3Y | +180.4% | -23.7% | +204.1% | +197.4% |
| 5Y | +393.5% | -38.9% | +432.4% | +487.5% |
| All | +717.0% | +22.9% | +694.1% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling