+750.3%
NVT vs ECL
+101.8%
+648.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +3.6% |
| 7D | +4.1% | -1.1% | +5.2% | +4.8% |
| 30D | -5.1% | -0.8% | -4.3% | -4.8% |
| 3M | -1.2% | +5.0% | -6.2% | -5.4% |
| 6M | +46.6% | +0.2% | +46.3% | +44.2% |
| YTD | +60.0% | +5.8% | +54.2% | +51.6% |
| 1Y | +70.8% | +1.5% | +69.2% | +65.1% |
| 3Y | +187.5% | +55.0% | +132.6% | +103.2% |
| 5Y | +426.1% | +29.3% | +396.9% | +315.6% |
| All | +750.3% | +101.8% | +648.5% | +378.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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