+0.8%
NVT vs PL
+7.9%
-7.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -13.0% | +5.6% | -18.6% | -13.9% |
| 30D | -32.7% | -16.9% | -15.8% | -31.1% |
| 3M | -30.6% | -38.2% | +7.6% | -26.3% |
| 6M | -33.6% | -63.4% | +29.8% | -26.6% |
| YTD | +11.0% | -27.6% | +38.6% | +12.8% |
| 1Y | +0.8% | +6.6% | -5.8% | -1.5% |
| All | +0.8% | +7.9% | -7.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling