+70.8%
NVT vs ED
+13.4%
+57.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.4% |
| 7D | +4.1% | -0.8% | +4.8% | +3.3% |
| 30D | -5.1% | -0.4% | -4.7% | -5.4% |
| 3M | -1.2% | +0.5% | -1.6% | -0.5% |
| 6M | +46.6% | -3.1% | +49.7% | +44.5% |
| YTD | +60.0% | +9.8% | +50.2% | +74.6% |
| 1Y | +70.8% | +12.6% | +58.2% | +90.9% |
| All | +70.8% | +13.4% | +57.4% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling