+3.6%
NVT vs P
+19.7%
-16.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.0% | -7.7% | -10.9% |
| 7D | -19.5% | -19.4% | -0.1% | -12.9% |
| 30D | -32.4% | -22.3% | -10.1% | -26.0% |
| 3M | -30.3% | +33.2% | -63.5% | -37.1% |
| 6M | -30.4% | +53.6% | -84.1% | -40.6% |
| YTD | +11.3% | +66.8% | -55.5% | -7.8% |
| 1Y | +3.6% | +17.5% | -14.0% | -10.9% |
| All | +3.6% | +19.7% | -16.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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