+174.8%
NVT vs EXEL
+160.7%
+14.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -7.2% | +11.9% | -19.1% | -8.5% |
| 3M | -0.9% | +9.2% | -10.1% | -2.3% |
| 6M | +42.6% | +39.1% | +3.5% | +36.0% |
| YTD | +52.9% | +31.0% | +21.9% | +46.7% |
| 1Y | +64.5% | +52.3% | +12.1% | +54.5% |
| All | +174.8% | +160.7% | +14.1% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling