+717.0%
NVT vs M
+6.8%
+710.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -10.1% | +0.9% | -11.0% | -10.8% |
| 6M | +37.5% | +22.3% | +15.2% | +29.3% |
| YTD | +53.7% | +6.5% | +47.2% | +49.3% |
| 1Y | +70.9% | +38.8% | +32.1% | +53.6% |
| 3Y | +180.4% | +115.9% | +64.5% | +110.9% |
| 5Y | +393.5% | +28.6% | +364.8% | +291.9% |
| All | +717.0% | +6.8% | +710.2% | +438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling