+460.1%
NVT vs S
-57.8%
+517.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.5% |
| 7D | +10.4% | -5.8% | +16.2% | +11.3% |
| 30D | -1.3% | -9.2% | +7.9% | -0.2% |
| 3M | -0.6% | +23.4% | -24.0% | -4.3% |
| 6M | +53.8% | +36.9% | +16.8% | +44.9% |
| YTD | +60.2% | +29.5% | +30.6% | +51.6% |
| 1Y | +76.8% | +5.4% | +71.3% | +72.4% |
| 3Y | +191.2% | +14.7% | +176.5% | +179.6% |
| 5Y | +430.9% | -71.5% | +502.5% | +431.2% |
| All | +460.1% | -57.8% | +517.9% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling