+400.4%
NVT vs MOD
+1,486.5%
-1,086.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +0.9% |
| 7D | +5.1% | +9.6% | -4.5% | +1.3% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | -10.1% | -35.4% | +25.2% | +6.1% |
| 6M | +37.5% | -7.3% | +44.7% | +40.1% |
| YTD | +53.7% | +45.8% | +7.9% | +30.1% |
| 1Y | +70.9% | +43.1% | +27.7% | +43.6% |
| 3Y | +180.4% | +297.7% | -117.3% | +56.5% |
| All | +400.4% | +1,486.5% | -1,086.1% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling