+420.3%
NVT vs SHAK
-22.8%
+443.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.5% | +4.0% |
| 7D | +4.1% | -8.3% | +12.4% | +6.0% |
| 30D | -5.1% | -12.6% | +7.5% | -2.4% |
| 3M | -1.2% | +9.1% | -10.3% | -3.9% |
| 6M | +46.6% | -31.2% | +77.8% | +55.8% |
| YTD | +60.0% | -21.6% | +81.6% | +63.9% |
| 1Y | +70.8% | -38.8% | +109.6% | +85.2% |
| 3Y | +187.5% | +0.6% | +186.9% | +171.1% |
| All | +420.3% | -22.8% | +443.1% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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