+751.2%
NVT vs ECL
+103.2%
+648.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +10.4% | -0.8% | +11.1% | +10.9% |
| 30D | -1.3% | -2.5% | +1.2% | 0.0% |
| 3M | -0.6% | +8.3% | -9.0% | -6.7% |
| 6M | +53.8% | -1.1% | +54.9% | +52.5% |
| YTD | +60.2% | +6.5% | +53.7% | +51.0% |
| 1Y | +76.8% | +2.1% | +74.7% | +70.2% |
| 3Y | +191.2% | +57.6% | +133.6% | +103.5% |
| 5Y | +430.9% | +28.1% | +402.9% | +322.8% |
| All | +751.2% | +103.2% | +648.0% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling