+459.5%
NVT vs S
-57.1%
+516.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.1% | -0.7% | +4.7% | +4.1% |
| 30D | -5.1% | -11.4% | +6.3% | -3.7% |
| 3M | -1.2% | +33.8% | -35.0% | -6.0% |
| 6M | +46.6% | +39.5% | +7.1% | +37.7% |
| YTD | +60.0% | +31.7% | +28.3% | +51.1% |
| 1Y | +70.8% | +7.0% | +63.8% | +66.2% |
| 3Y | +187.5% | +11.8% | +175.8% | +176.5% |
| 5Y | +426.1% | -69.0% | +495.2% | +427.4% |
| All | +459.5% | -57.1% | +516.6% | +486.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling