+570.6%
NVT vs TW
+206.7%
+363.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.9% |
| 7D | +4.1% | -4.5% | +8.6% | +5.4% |
| 30D | -5.1% | -2.3% | -2.9% | -4.6% |
| 3M | -1.2% | +2.6% | -3.8% | -3.2% |
| 6M | +46.6% | -17.5% | +64.1% | +53.2% |
| YTD | +60.0% | -5.3% | +65.3% | +58.3% |
| 1Y | +70.8% | -14.8% | +85.6% | +75.1% |
| 3Y | +187.5% | +18.8% | +168.7% | +152.8% |
| 5Y | +426.1% | +20.7% | +405.4% | +348.9% |
| All | +570.6% | +206.7% | +363.9% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling