+402.8%
NVT vs S
-70.4%
+473.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | -7.2% | -11.8% | +4.6% | -5.6% |
| 3M | -0.9% | +33.9% | -34.8% | -6.1% |
| 6M | +42.6% | +40.1% | +2.5% | +33.2% |
| YTD | +52.9% | +32.1% | +20.8% | +43.7% |
| 1Y | +64.5% | +11.0% | +53.4% | +58.7% |
| 3Y | +178.0% | +16.9% | +161.0% | +164.8% |
| 5Y | +402.8% | -68.9% | +471.7% | +416.6% |
| All | +402.8% | -70.4% | +473.2% | +416.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling