+501.5%
NVT vs STZ
-25.9%
+527.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +8.0% | +2.6% | +5.4% | +7.1% |
| 30D | -24.8% | +15.2% | -40.0% | -29.2% |
| 3M | -32.4% | +7.6% | -40.1% | -35.3% |
| 6M | -33.5% | +5.3% | -38.7% | -36.3% |
| YTD | +13.2% | +8.6% | +4.5% | +4.8% |
| 1Y | +9.0% | +15.6% | -6.6% | -2.2% |
| 3Y | +129.4% | -35.2% | +164.5% | +161.2% |
| 5Y | +230.1% | -29.1% | +259.2% | +250.8% |
| All | +501.5% | -25.9% | +527.5% | +434.6% |
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 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