+712.5%
NVT vs M
-5.0%
+717.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -0.9% |
| 7D | +2.0% | -8.8% | +10.8% | +4.5% |
| 30D | -7.2% | -16.4% | +9.2% | -2.7% |
| 3M | -0.9% | -10.8% | +9.9% | +1.7% |
| 6M | +42.6% | +16.1% | +26.5% | +35.9% |
| YTD | +52.9% | -5.3% | +58.1% | +53.1% |
| 1Y | +64.5% | +24.9% | +39.6% | +52.1% |
| 3Y | +178.0% | +97.5% | +80.4% | +114.0% |
| 5Y | +402.8% | +20.4% | +382.4% | +305.7% |
| All | +712.5% | -5.0% | +717.5% | +451.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling