+468.1%
NVT vs PL
+75.7%
+392.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.0% |
| 7D | +7.0% | -13.9% | +20.9% | +9.0% |
| 30D | -2.3% | -25.5% | +23.1% | +1.5% |
| 3M | -3.1% | -44.8% | +41.7% | +4.2% |
| 6M | +47.0% | -33.3% | +80.3% | +50.8% |
| YTD | +56.2% | -12.7% | +68.9% | +53.6% |
| 1Y | +74.5% | +90.9% | -16.4% | +52.7% |
| 3Y | +184.0% | +528.5% | -344.4% | +94.4% |
| 5Y | +410.8% | +72.7% | +338.0% | +261.4% |
| All | +468.1% | +75.7% | +392.4% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling