+3.6%
NVT vs S
+36.5%
-32.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.6% | -14.4% | -12.8% |
| 7D | -19.5% | -8.2% | -11.3% | -19.3% |
| 30D | -32.4% | -7.6% | -24.8% | -32.4% |
| 3M | -30.3% | +12.0% | -42.3% | -29.7% |
| 6M | -30.4% | +50.6% | -81.0% | -30.6% |
| YTD | +11.3% | +56.6% | -45.3% | +10.3% |
| 1Y | +3.6% | +39.2% | -35.7% | +4.1% |
| All | +3.6% | +36.5% | -32.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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