+70.8%
NVT vs VMC
-14.0%
+84.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.4% |
| 7D | +4.1% | -3.8% | +7.8% | +5.3% |
| 30D | -5.1% | -9.7% | +4.6% | -2.2% |
| 3M | -1.2% | -9.6% | +8.5% | +0.9% |
| 6M | +46.6% | -4.8% | +51.4% | +45.9% |
| YTD | +60.0% | -10.9% | +70.9% | +56.6% |
| 1Y | +70.8% | -15.6% | +86.4% | +72.6% |
| All | +70.8% | -14.0% | +84.8% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling