+410.8%
NVT vs M
+22.2%
+388.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.5% |
| 7D | +7.0% | -4.1% | +11.1% | +8.0% |
| 30D | -2.3% | -13.6% | +11.3% | +0.9% |
| 3M | -3.1% | -2.3% | -0.8% | -3.0% |
| 6M | +47.0% | +21.9% | +25.1% | +39.5% |
| YTD | +56.2% | -0.6% | +56.8% | +54.6% |
| 1Y | +74.5% | +29.7% | +44.8% | +61.8% |
| 3Y | +184.0% | +107.3% | +76.7% | +125.6% |
| 5Y | +410.8% | +20.5% | +390.3% | +326.1% |
| All | +410.8% | +22.2% | +388.5% | +326.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling