+501.5%
NVT vs CP
+186.5%
+315.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +8.0% | +2.1% | +5.8% | +6.6% |
| 30D | -24.8% | +9.3% | -34.1% | -29.6% |
| 3M | -32.4% | +0.5% | -32.9% | -33.4% |
| 6M | -33.5% | +10.4% | -43.9% | -38.9% |
| YTD | +13.2% | +28.7% | -15.5% | -6.9% |
| 1Y | +9.0% | +33.2% | -24.2% | -12.6% |
| 3Y | +129.4% | +38.4% | +91.0% | +74.8% |
| 5Y | +230.1% | +26.2% | +203.9% | +159.8% |
| All | +501.5% | +186.5% | +315.0% | +147.0% |
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