+70.8%
NVT vs ROP
-23.7%
+94.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.6% |
| 7D | +4.1% | -4.6% | +8.7% | +2.0% |
| 30D | -5.1% | -1.7% | -3.4% | -5.6% |
| 3M | -1.2% | +17.1% | -18.2% | +4.7% |
| 6M | +46.6% | +10.9% | +35.7% | +54.2% |
| YTD | +60.0% | -12.1% | +72.1% | +62.0% |
| 1Y | +70.8% | -24.2% | +95.0% | +69.9% |
| All | +70.8% | -23.7% | +94.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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