+420.3%
NVT vs SCHG
+84.3%
+336.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +3.8% |
| 7D | +4.1% | -1.0% | +5.1% | +5.1% |
| 30D | -5.1% | -1.3% | -3.9% | -4.1% |
| 3M | -1.2% | +5.4% | -6.6% | -6.0% |
| 6M | +46.6% | +14.4% | +32.2% | +29.8% |
| YTD | +60.0% | +8.0% | +52.0% | +49.3% |
| 1Y | +70.8% | +12.7% | +58.1% | +54.2% |
| 3Y | +187.5% | +85.6% | +101.9% | +78.8% |
| All | +420.3% | +84.3% | +336.0% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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