+231.1%
NVT vs RACE
+69.7%
+161.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | -13.0% | +0.2% | -13.2% | -13.2% |
| 30D | -32.7% | +6.6% | -39.3% | -34.4% |
| 3M | -30.6% | +2.2% | -32.8% | -31.4% |
| 6M | -33.6% | +22.4% | -56.0% | -39.3% |
| YTD | +11.0% | +13.8% | -2.8% | +3.6% |
| 1Y | +0.8% | +2.2% | -1.4% | -1.6% |
| 3Y | +125.7% | +25.6% | +100.0% | +88.8% |
| 5Y | +231.1% | +71.0% | +160.1% | +130.4% |
| All | +231.1% | +69.7% | +161.5% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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