+235.9%
NVT vs M
-2.0%
+238.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +3.5% | -3.3% | +6.8% | +4.3% |
| 30D | -28.2% | +8.1% | -36.3% | -29.8% |
| 3M | -30.1% | +2.2% | -32.3% | -30.9% |
| 6M | -32.5% | +35.1% | -67.6% | -37.8% |
| YTD | +15.2% | +15.8% | -0.6% | +9.4% |
| 1Y | +7.2% | +25.8% | -18.6% | -0.4% |
| 3Y | +134.2% | +156.2% | -22.0% | +76.2% |
| All | +235.9% | -2.0% | +238.0% | +190.3% |
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