+750.3%
NVT vs TROW
+34.1%
+716.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.4% |
| 7D | +4.1% | -3.2% | +7.2% | +6.1% |
| 30D | -5.1% | -4.6% | -0.5% | -2.4% |
| 3M | -1.2% | -0.7% | -0.5% | -2.1% |
| 6M | +46.6% | +22.2% | +24.4% | +27.5% |
| YTD | +60.0% | +6.6% | +53.4% | +50.8% |
| 1Y | +70.8% | +5.8% | +65.0% | +61.3% |
| 3Y | +187.5% | +11.6% | +175.9% | +160.9% |
| 5Y | +426.1% | -38.9% | +465.1% | +580.5% |
| All | +750.3% | +34.1% | +716.1% | +530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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