+420.3%
NVT vs VMC
+47.0%
+373.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.1% |
| 7D | +4.1% | -3.8% | +7.8% | +6.7% |
| 30D | -5.1% | -9.7% | +4.6% | +1.2% |
| 3M | -1.2% | -9.6% | +8.5% | +4.0% |
| 6M | +46.6% | -4.8% | +51.4% | +48.0% |
| YTD | +60.0% | -10.9% | +70.9% | +66.8% |
| 1Y | +70.8% | -15.6% | +86.4% | +85.2% |
| 3Y | +187.5% | +19.3% | +168.2% | +143.4% |
| All | +420.3% | +47.0% | +373.3% | +276.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling