+712.5%
NVT vs EFV
+106.9%
+605.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | +2.0% | -2.0% | +4.0% | +4.6% |
| 30D | -7.2% | -0.2% | -7.0% | -7.0% |
| 3M | -0.9% | +9.1% | -10.0% | -11.0% |
| 6M | +42.6% | +11.7% | +30.9% | +24.7% |
| YTD | +52.9% | +17.0% | +35.8% | +26.3% |
| 1Y | +64.5% | +26.7% | +37.7% | +23.3% |
| 3Y | +178.0% | +90.2% | +87.8% | +25.1% |
| 5Y | +402.8% | +96.1% | +306.7% | +117.2% |
| All | +712.5% | +106.9% | +605.6% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling