+86.8%
SCHW vs NVT
+190.9%
-104.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.9% |
| 7D | -1.9% | +4.1% | -5.9% | -2.6% |
| 30D | -1.6% | -5.1% | +3.5% | -0.9% |
| 3M | +21.3% | -1.2% | +22.4% | +20.4% |
| 6M | +16.5% | +46.6% | -30.1% | +4.0% |
| YTD | +8.4% | +60.0% | -51.6% | -5.7% |
| 1Y | +15.6% | +70.8% | -55.2% | -1.8% |
| 3Y | +86.8% | +187.5% | -100.7% | +18.4% |
| All | +86.8% | +190.9% | -104.0% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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