+227.1%
NVT vs TAP
+0.6%
+226.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.7% |
| 7D | +8.0% | +1.3% | +6.7% | +8.0% |
| 30D | -24.8% | +5.7% | -30.5% | -24.9% |
| 3M | -32.4% | -1.9% | -30.5% | -32.3% |
| 6M | -33.5% | +0.9% | -34.4% | -33.7% |
| YTD | +13.2% | -9.5% | +22.7% | +13.9% |
| 1Y | +9.0% | -9.0% | +17.9% | +9.4% |
| 3Y | +129.4% | -22.2% | +151.6% | +135.2% |
| All | +227.1% | +0.6% | +226.4% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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