+402.8%
NVT vs EIX
+22.7%
+380.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | -7.2% | -18.8% | +11.6% | -3.8% |
| 3M | -0.9% | -19.7% | +18.8% | +2.2% |
| 6M | +42.6% | -18.2% | +60.8% | +46.0% |
| YTD | +52.9% | -1.7% | +54.6% | +47.4% |
| 1Y | +64.5% | +7.8% | +56.7% | +53.4% |
| 3Y | +178.0% | -5.6% | +183.6% | +161.3% |
| 5Y | +402.8% | +23.7% | +379.1% | +316.3% |
| All | +402.8% | +22.7% | +380.1% | +316.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling