+119.5%
NVT vs MOD
+129.2%
-9.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +5.3% |
| 7D | -15.7% | -25.5% | +9.9% | -3.5% |
| 30D | -36.6% | -49.0% | +12.4% | -13.9% |
| 3M | -34.8% | -49.8% | +15.0% | -11.4% |
| 6M | -38.2% | -64.8% | +26.5% | -3.4% |
| YTD | +4.8% | -27.6% | +32.5% | +18.8% |
| 1Y | -2.8% | -35.2% | +32.4% | +14.3% |
| 3Y | +119.5% | +137.1% | -17.6% | +40.7% |
| All | +119.5% | +129.2% | -9.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling