+3.6%
NVT vs M
+36.6%
-33.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +7.6% | -20.3% | -13.7% |
| 7D | -19.5% | +8.3% | -27.7% | -20.4% |
| 30D | -32.4% | +14.2% | -46.6% | -34.1% |
| 3M | -30.3% | -1.1% | -29.2% | -30.0% |
| 6M | -30.4% | +36.6% | -67.0% | -36.2% |
| YTD | +11.3% | +19.8% | -8.4% | +2.4% |
| 1Y | +3.6% | +37.2% | -33.6% | -9.1% |
| All | +3.6% | +36.6% | -33.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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