+187.5%
NVT vs EFV
+90.2%
+97.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +3.4% |
| 7D | +4.1% | -0.8% | +4.9% | +5.1% |
| 30D | -5.1% | +0.6% | -5.8% | -5.8% |
| 3M | -1.2% | +7.5% | -8.7% | -9.1% |
| 6M | +46.6% | +13.0% | +33.6% | +27.7% |
| YTD | +60.0% | +18.3% | +41.7% | +32.6% |
| 1Y | +70.8% | +26.7% | +44.1% | +31.4% |
| 3Y | +187.5% | +89.6% | +98.0% | +38.0% |
| All | +187.5% | +90.2% | +97.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling