+501.5%
NVT vs ED
+110.6%
+390.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +8.0% | +2.1% | +5.9% | +7.8% |
| 30D | -24.8% | +10.4% | -35.2% | -25.6% |
| 3M | -32.4% | +12.5% | -45.0% | -33.3% |
| 6M | -33.5% | +14.9% | -48.4% | -34.7% |
| YTD | +13.2% | +24.8% | -11.6% | +9.4% |
| 1Y | +9.0% | +23.8% | -14.9% | +5.4% |
| 3Y | +129.4% | +51.6% | +77.7% | +105.2% |
| 5Y | +230.1% | +86.4% | +143.6% | +176.2% |
| All | +501.5% | +110.6% | +390.9% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling