+109.0%
ELV vs NVT
+731.8%
-622.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.5% |
| 7D | +3.2% | +4.1% | -0.9% | +2.2% |
| 30D | +5.4% | -5.1% | +10.5% | +6.3% |
| 3M | +5.4% | -1.2% | +6.5% | +4.5% |
| 6M | +45.7% | +46.6% | -0.9% | +29.5% |
| YTD | +21.2% | +60.0% | -38.8% | +4.7% |
| 1Y | +35.6% | +70.8% | -35.2% | +14.3% |
| 3Y | -2.0% | +187.5% | -189.6% | -34.5% |
| 5Y | +26.0% | +426.1% | -400.1% | -36.5% |
| All | +109.0% | +731.8% | -622.8% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling