+187.5%
NVT vs ROP
-19.1%
+206.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.6% |
| 7D | +4.1% | -4.6% | +8.7% | +4.6% |
| 30D | -5.1% | -1.7% | -3.4% | -5.1% |
| 3M | -1.2% | +17.1% | -18.2% | -6.0% |
| 6M | +46.6% | +10.9% | +35.7% | +41.7% |
| YTD | +60.0% | -12.1% | +72.1% | +73.8% |
| 1Y | +70.8% | -24.2% | +95.0% | +104.1% |
| 3Y | +187.5% | -20.4% | +207.9% | +206.8% |
| All | +187.5% | -19.1% | +206.7% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling