+44.7%
NVT vs M
+30.5%
+14.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +5.1% | +4.7% | +0.4% | +3.8% |
| 30D | -3.7% | -9.6% | +5.9% | -1.2% |
| 3M | -10.1% | +0.9% | -11.0% | -11.2% |
| All | +44.7% | +30.5% | +14.2% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling