+501.5%
NVT vs M
+15.4%
+486.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +8.0% | +7.0% | +1.0% | +6.1% |
| 30D | -24.8% | +8.9% | -33.7% | -26.9% |
| 3M | -32.4% | +4.5% | -36.9% | -33.8% |
| 6M | -33.5% | +36.2% | -69.7% | -39.7% |
| YTD | +13.2% | +15.1% | -1.9% | +6.8% |
| 1Y | +9.0% | +27.4% | -18.5% | -0.3% |
| 3Y | +129.4% | +160.1% | -30.8% | +63.2% |
| 5Y | +230.1% | -1.6% | +231.6% | +185.2% |
| All | +501.5% | +15.4% | +486.1% | +284.9% |
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 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