+227.1%
NVT vs ED
+85.1%
+142.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.4% |
| 7D | +8.0% | +2.1% | +5.9% | +8.5% |
| 30D | -24.8% | +10.4% | -35.2% | -23.2% |
| 3M | -32.4% | +12.5% | -45.0% | -30.8% |
| 6M | -33.5% | +14.9% | -48.4% | -31.7% |
| YTD | +13.2% | +24.8% | -11.6% | +16.6% |
| 1Y | +9.0% | +23.8% | -14.9% | +12.2% |
| 3Y | +129.4% | +51.6% | +77.7% | +120.0% |
| All | +227.1% | +85.1% | +142.0% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling