+750.3%
NVT vs EIX
+26.2%
+724.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +6.0% | +5.1% |
| 7D | +4.1% | -1.4% | +5.4% | +4.6% |
| 30D | -5.1% | -19.3% | +14.2% | +0.4% |
| 3M | -1.2% | -21.7% | +20.5% | +4.9% |
| 6M | +46.6% | -19.8% | +66.4% | +53.9% |
| YTD | +60.0% | -3.0% | +63.0% | +54.5% |
| 1Y | +70.8% | +5.1% | +65.7% | +58.6% |
| 3Y | +187.5% | -7.0% | +194.5% | +171.8% |
| 5Y | +426.1% | +22.0% | +404.1% | +326.5% |
| All | +750.3% | +26.2% | +724.1% | +610.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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