+70.8%
NVT vs S
+8.9%
+61.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.3% |
| 3M | -1.2% | +33.8% | -35.0% | -3.9% |
| 6M | +46.6% | +39.5% | +7.1% | +40.5% |
| YTD | +60.0% | +31.7% | +28.3% | +55.0% |
| 1Y | +70.8% | +7.0% | +63.8% | +76.5% |
| All | +70.8% | +8.9% | +61.9% | +76.5% |
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