+339.7%
ENTG vs NVT
+731.8%
-392.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.5% | -1.0% |
| 7D | +1.2% | +4.1% | -2.9% | -1.7% |
| 30D | -12.9% | -5.1% | -7.7% | -9.7% |
| 3M | -3.1% | -1.2% | -1.9% | -0.4% |
| 6M | +21.0% | +46.6% | -25.6% | -3.6% |
| YTD | +67.0% | +60.0% | +7.0% | +25.6% |
| 1Y | +68.6% | +70.8% | -2.2% | +21.5% |
| 3Y | +48.6% | +187.5% | -138.9% | -25.3% |
| 5Y | +18.6% | +426.1% | -407.5% | -57.6% |
| All | +339.7% | +731.8% | -392.0% | +21.5% |
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