+501.5%
NVT vs MOD
+581.7%
-80.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +27.9% | -28.6% | -11.0% |
| 7D | +8.0% | +40.4% | -32.4% | -6.6% |
| 30D | -24.8% | -14.0% | -10.8% | -21.5% |
| 3M | -32.4% | -33.3% | +0.9% | -22.9% |
| 6M | -33.5% | -51.4% | +17.9% | -15.7% |
| YTD | +13.2% | +1.6% | +11.6% | +8.7% |
| 1Y | +9.0% | +5.4% | +3.6% | +2.9% |
| 3Y | +129.4% | +191.0% | -61.6% | +45.1% |
| 5Y | +230.1% | +1,093.1% | -863.1% | +24.6% |
| All | +501.5% | +581.7% | -80.2% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling