+750.3%
NVT vs EAT
+461.2%
+289.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.9% |
| 7D | +4.1% | -7.7% | +11.8% | +6.3% |
| 30D | -5.1% | -13.6% | +8.5% | -1.4% |
| 3M | -1.2% | +33.9% | -35.0% | -9.6% |
| 6M | +46.6% | +47.2% | -0.6% | +29.2% |
| YTD | +60.0% | +48.1% | +11.9% | +40.2% |
| 1Y | +70.8% | +33.7% | +37.1% | +52.4% |
| 3Y | +187.5% | +595.8% | -408.2% | +51.6% |
| 5Y | +426.1% | +314.4% | +111.8% | +203.5% |
| All | +750.3% | +461.2% | +289.1% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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