+79.0%
NVT vs MOD
+38.6%
+40.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | +10.4% | +6.3% | +4.0% | +7.3% |
| 30D | -1.3% | -1.7% | +0.4% | -0.6% |
| 3M | -0.6% | -30.1% | +29.5% | +15.3% |
| 6M | +53.8% | +2.7% | +51.1% | +53.5% |
| YTD | +60.2% | +44.1% | +16.1% | +40.8% |
| All | +79.0% | +38.6% | +40.4% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling