+751.2%
NVT vs ROP
+50.0%
+701.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.0% | +5.8% |
| 7D | +10.4% | -5.4% | +15.8% | +13.7% |
| 30D | -1.3% | -1.6% | +0.4% | -0.9% |
| 3M | -0.6% | +18.8% | -19.5% | -13.4% |
| 6M | +53.8% | +8.2% | +45.6% | +41.0% |
| YTD | +60.2% | -10.5% | +70.7% | +65.4% |
| 1Y | +76.8% | -23.7% | +100.5% | +104.2% |
| 3Y | +191.2% | -17.9% | +209.1% | +215.4% |
| 5Y | +430.9% | -15.3% | +446.3% | +453.6% |
| All | +751.2% | +50.0% | +701.3% | +430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling