+174.8%
NVT vs STZ
-49.0%
+223.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.2% |
| 7D | +2.0% | -4.1% | +6.1% | +2.1% |
| 30D | -7.2% | -7.6% | +0.4% | -7.0% |
| 3M | -0.9% | -12.3% | +11.4% | -0.5% |
| 6M | +42.6% | -16.3% | +58.9% | +43.6% |
| YTD | +52.9% | -8.4% | +61.2% | +51.3% |
| 1Y | +64.5% | -10.8% | +75.3% | +63.3% |
| All | +174.8% | -49.0% | +223.8% | +191.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling