+295.8%
NVT vs S
-51.7%
+347.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +8.0% | +2.0% | +6.0% | +7.7% |
| 30D | -24.8% | -2.7% | -22.1% | -24.4% |
| 3M | -32.4% | -6.9% | -25.5% | -32.1% |
| 6M | -33.5% | +38.1% | -71.5% | -37.3% |
| YTD | +13.2% | +48.0% | -34.8% | +4.8% |
| 1Y | +9.0% | +34.5% | -25.5% | +2.2% |
| 3Y | +129.4% | +38.3% | +91.1% | +114.5% |
| 5Y | +230.1% | -70.9% | +301.0% | +224.0% |
| All | +295.8% | -51.7% | +347.6% | +307.2% |
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