+420.3%
NVT vs EFX
-36.2%
+456.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.5% |
| 7D | +4.1% | -4.5% | +8.6% | +5.3% |
| 30D | -5.1% | -6.1% | +1.0% | -4.1% |
| 3M | -1.2% | +6.2% | -7.4% | -5.2% |
| 6M | +46.6% | -11.2% | +57.8% | +48.4% |
| YTD | +60.0% | -21.4% | +81.4% | +67.7% |
| 1Y | +70.8% | -34.3% | +105.1% | +92.1% |
| 3Y | +187.5% | -12.5% | +200.1% | +173.9% |
| All | +420.3% | -36.2% | +456.5% | +467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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