+712.5%
NVT vs COPX
+292.4%
+420.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | +1.5% |
| 7D | +2.0% | -2.9% | +4.9% | +3.5% |
| 30D | -7.2% | 0.0% | -7.2% | -7.6% |
| 3M | -0.9% | +14.8% | -15.7% | -8.6% |
| 6M | +42.6% | +7.0% | +35.5% | +34.8% |
| YTD | +52.9% | +23.8% | +29.0% | +32.0% |
| 1Y | +64.5% | +75.7% | -11.2% | +16.8% |
| 3Y | +178.0% | +156.4% | +21.6% | +54.0% |
| 5Y | +402.8% | +167.6% | +235.2% | +155.8% |
| All | +712.5% | +292.4% | +420.1% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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