+712.5%
NVT vs CP
+169.7%
+542.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.2% |
| 7D | +2.0% | -2.7% | +4.7% | +3.9% |
| 30D | -7.2% | -3.4% | -3.8% | -5.2% |
| 3M | -0.9% | -0.6% | -0.3% | -1.3% |
| 6M | +42.6% | +6.3% | +36.3% | +35.2% |
| YTD | +52.9% | +21.2% | +31.7% | +32.1% |
| 1Y | +64.5% | +20.0% | +44.4% | +42.5% |
| 3Y | +178.0% | +18.7% | +159.3% | +137.6% |
| 5Y | +402.8% | +34.8% | +368.0% | +276.2% |
| All | +712.5% | +169.7% | +542.8% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling