+70.9%
NVT vs FIVE
+66.7%
+4.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.2% |
| 7D | +5.1% | +4.3% | +0.8% | +3.8% |
| 30D | -3.7% | +12.5% | -16.2% | -7.2% |
| 3M | -10.1% | +31.2% | -41.4% | -17.4% |
| 6M | +37.5% | +14.4% | +23.1% | +30.4% |
| YTD | +53.7% | +33.9% | +19.8% | +36.8% |
| 1Y | +70.9% | +65.1% | +5.8% | +38.9% |
| All | +70.9% | +66.7% | +4.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling