+730.1%
NVT vs STZ
-38.7%
+768.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.0% | -6.0% | +13.0% | +9.4% |
| 30D | -2.3% | -8.9% | +6.5% | +0.8% |
| 3M | -3.1% | -12.6% | +9.5% | +1.0% |
| 6M | +47.0% | -17.2% | +64.2% | +55.4% |
| YTD | +56.2% | -10.0% | +66.2% | +57.2% |
| 1Y | +74.5% | -14.3% | +88.8% | +78.8% |
| 3Y | +184.0% | -49.9% | +233.9% | +265.3% |
| 5Y | +410.8% | -38.2% | +449.0% | +472.7% |
| All | +730.1% | -38.7% | +768.8% | +701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling