+750.3%
NVT vs EFV
+109.1%
+641.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +3.3% |
| 7D | +4.1% | -0.8% | +4.9% | +5.1% |
| 30D | -5.1% | +0.6% | -5.8% | -5.9% |
| 3M | -1.2% | +7.5% | -8.7% | -9.6% |
| 6M | +46.6% | +13.0% | +33.6% | +26.4% |
| YTD | +60.0% | +18.3% | +41.7% | +30.5% |
| 1Y | +70.8% | +26.7% | +44.1% | +28.0% |
| 3Y | +187.5% | +89.6% | +98.0% | +30.0% |
| 5Y | +426.1% | +98.2% | +327.9% | +124.3% |
| All | +750.3% | +109.1% | +641.1% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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