+750.3%
NVT vs STZ
-38.2%
+788.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +4.1% | -4.5% | +8.5% | +5.7% |
| 30D | -5.1% | -8.6% | +3.5% | -2.3% |
| 3M | -1.2% | -13.8% | +12.6% | +3.6% |
| 6M | +46.6% | -17.2% | +63.7% | +54.9% |
| YTD | +60.0% | -9.4% | +69.3% | +60.5% |
| 1Y | +70.8% | -11.9% | +82.6% | +72.8% |
| 3Y | +187.5% | -49.6% | +237.1% | +268.8% |
| 5Y | +426.1% | -37.2% | +463.3% | +484.7% |
| All | +750.3% | -38.2% | +788.5% | +718.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling