+750.3%
NVT vs ED
+85.3%
+665.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.1% | -0.8% | +4.8% | +4.2% |
| 30D | -5.1% | -0.4% | -4.7% | -5.1% |
| 3M | -1.2% | +0.5% | -1.6% | -1.5% |
| 6M | +46.6% | -3.1% | +49.7% | +46.7% |
| YTD | +60.0% | +9.8% | +50.2% | +56.9% |
| 1Y | +70.8% | +12.6% | +58.2% | +66.4% |
| 3Y | +187.5% | +31.4% | +156.1% | +162.1% |
| 5Y | +426.1% | +69.4% | +356.7% | +342.1% |
| All | +750.3% | +85.3% | +665.0% | +653.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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