+402.8%
NVT vs STZ
-37.5%
+440.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | +2.0% | -4.1% | +6.1% | +2.7% |
| 30D | -7.2% | -7.6% | +0.4% | -6.1% |
| 3M | -0.9% | -12.3% | +11.4% | +1.0% |
| 6M | +42.6% | -16.3% | +58.9% | +46.3% |
| YTD | +52.9% | -8.4% | +61.2% | +51.8% |
| 1Y | +64.5% | -10.8% | +75.3% | +64.2% |
| 3Y | +178.0% | -49.0% | +227.0% | +227.4% |
| 5Y | +402.8% | -36.5% | +439.3% | +384.6% |
| All | +402.8% | -37.5% | +440.3% | +384.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling