+410.8%
NVT vs FIVE
+35.6%
+375.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.7% |
| 7D | +7.0% | +1.7% | +5.3% | +6.5% |
| 30D | -2.3% | +5.0% | -7.3% | -3.8% |
| 3M | -3.1% | +29.5% | -32.6% | -10.1% |
| 6M | +47.0% | +12.4% | +34.6% | +40.6% |
| YTD | +56.2% | +31.2% | +25.0% | +43.1% |
| 1Y | +74.5% | +72.9% | +1.7% | +47.6% |
| 3Y | +184.0% | +53.0% | +131.0% | +128.0% |
| 5Y | +410.8% | +34.2% | +376.6% | +311.9% |
| All | +410.8% | +35.6% | +375.1% | +311.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling