+204.0%
NVT vs PL
+20.8%
+183.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.4% | -2.4% | +6.4% |
| 7D | -15.7% | -6.8% | -8.9% | -14.6% |
| 30D | -36.6% | -29.3% | -7.3% | -33.3% |
| 3M | -34.8% | -44.8% | +9.9% | -29.3% |
| 6M | -38.2% | -68.4% | +30.1% | -29.0% |
| YTD | +4.8% | -36.4% | +41.2% | +7.8% |
| 1Y | -2.8% | +0.7% | -3.5% | -6.8% |
| 3Y | +119.5% | +455.3% | -335.8% | +54.3% |
| All | +204.0% | +20.8% | +183.2% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling