+13.4%
YUM vs NVT
+3.0%
+10.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -12.7% | +18.6% | +4.5% |
| 7D | +10.8% | -19.5% | +30.2% | +8.6% |
| 30D | +21.4% | -32.4% | +53.8% | +17.4% |
| 3M | +13.2% | -30.3% | +43.5% | +10.0% |
| 6M | +8.8% | -30.4% | +39.2% | +5.4% |
| YTD | +11.5% | +11.3% | +0.2% | +10.3% |
| 1Y | +13.4% | +3.6% | +9.8% | +10.9% |
| All | +13.4% | +3.0% | +10.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling