+402.8%
NVT vs ED
+66.8%
+336.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.2% |
| 7D | +2.0% | -1.9% | +3.9% | +1.8% |
| 30D | -7.2% | +0.1% | -7.3% | -7.2% |
| 3M | -0.9% | 0.0% | -0.9% | -0.9% |
| 6M | +42.6% | -2.5% | +45.1% | +42.4% |
| YTD | +52.9% | +10.1% | +42.8% | +53.6% |
| 1Y | +64.5% | +13.6% | +50.9% | +65.4% |
| 3Y | +178.0% | +32.4% | +145.5% | +162.2% |
| 5Y | +402.8% | +69.9% | +332.9% | +360.5% |
| All | +402.8% | +66.8% | +336.0% | +360.5% |
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