+420.3%
NVT vs RUN
-81.0%
+501.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +4.7% |
| 7D | +4.1% | -3.7% | +7.8% | +4.5% |
| 30D | -5.1% | -13.0% | +7.9% | -3.8% |
| 3M | -1.2% | -31.8% | +30.6% | +2.6% |
| 6M | +46.6% | -32.2% | +78.8% | +51.9% |
| YTD | +60.0% | -53.5% | +113.5% | +69.7% |
| 1Y | +70.8% | -46.5% | +117.3% | +78.2% |
| 3Y | +187.5% | -37.6% | +225.2% | +162.8% |
| All | +420.3% | -81.0% | +501.3% | +416.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling