+717.0%
NVT vs P
+380.5%
+336.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +5.1% | +6.5% | -1.5% | +2.8% |
| 30D | -3.7% | +18.8% | -22.5% | -10.0% |
| 3M | -10.1% | +26.7% | -36.9% | -17.8% |
| 6M | +37.5% | +62.2% | -24.7% | +14.7% |
| YTD | +53.7% | +48.5% | +5.2% | +30.7% |
| 1Y | +70.9% | +26.4% | +44.5% | +49.7% |
| 3Y | +180.4% | +159.4% | +21.0% | +79.8% |
| 5Y | +393.5% | +275.8% | +117.7% | +165.0% |
| All | +717.0% | +380.5% | +336.5% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling