+457.1%
NVT vs MOD
+385.5%
+71.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.7% | +2.3% | +5.8% |
| 7D | -15.7% | -25.5% | +9.9% | -5.7% |
| 30D | -36.6% | -49.0% | +12.4% | -18.2% |
| 3M | -34.8% | -49.8% | +15.0% | -15.8% |
| 6M | -38.2% | -64.8% | +26.5% | -10.1% |
| YTD | +4.8% | -27.6% | +32.5% | +16.4% |
| 1Y | -2.8% | -35.2% | +32.4% | +11.4% |
| 3Y | +119.5% | +137.1% | -17.6% | +53.7% |
| 5Y | +204.7% | +760.3% | -555.6% | +32.4% |
| All | +457.1% | +385.5% | +71.6% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling