+174.8%
NVT vs VMC
+17.8%
+157.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +2.0% | -3.7% | +5.7% | +4.5% |
| 30D | -7.2% | -12.8% | +5.6% | +1.2% |
| 3M | -0.9% | -7.9% | +7.0% | +2.5% |
| 6M | +42.6% | -7.5% | +50.1% | +46.1% |
| YTD | +52.9% | -11.6% | +64.5% | +58.7% |
| 1Y | +64.5% | -14.3% | +78.7% | +74.6% |
| All | +174.8% | +17.8% | +157.0% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling