+730.1%
NVT vs RUN
-0.8%
+730.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.9% |
| 7D | +7.0% | -1.8% | +8.8% | +7.3% |
| 30D | -2.3% | -10.8% | +8.5% | -1.0% |
| 3M | -3.1% | -30.2% | +27.1% | +1.2% |
| 6M | +47.0% | -22.3% | +69.4% | +51.0% |
| YTD | +56.2% | -52.2% | +108.4% | +67.7% |
| 1Y | +74.5% | -45.1% | +119.6% | +83.1% |
| 3Y | +184.0% | -37.1% | +221.1% | +150.4% |
| 5Y | +410.8% | -80.3% | +491.0% | +397.7% |
| All | +730.1% | -0.8% | +730.9% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling