+420.3%
NVT vs PHM
+156.2%
+264.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.1% | +4.1% |
| 7D | +4.1% | -5.0% | +9.0% | +6.0% |
| 30D | -5.1% | -8.4% | +3.3% | -2.2% |
| 3M | -1.2% | -4.4% | +3.3% | -0.7% |
| 6M | +46.6% | -3.7% | +50.3% | +46.5% |
| YTD | +60.0% | +1.3% | +58.7% | +55.7% |
| 1Y | +70.8% | -14.0% | +84.8% | +76.9% |
| 3Y | +187.5% | +48.1% | +139.4% | +129.7% |
| All | +420.3% | +156.2% | +264.2% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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