+70.8%
NVT vs RUN
-47.1%
+117.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +4.8% |
| 7D | +4.1% | -3.7% | +7.8% | +5.0% |
| 30D | -5.1% | -13.0% | +7.9% | -2.4% |
| 3M | -1.2% | -31.8% | +30.6% | +6.6% |
| 6M | +46.6% | -32.2% | +78.8% | +57.3% |
| YTD | +60.0% | -53.5% | +113.5% | +76.3% |
| 1Y | +70.8% | -46.5% | +117.3% | +83.5% |
| All | +70.8% | -47.1% | +117.9% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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