+750.3%
NVT vs EL
-27.3%
+777.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +4.4% |
| 7D | +4.1% | -6.5% | +10.6% | +6.3% |
| 30D | -5.1% | +11.1% | -16.3% | -9.0% |
| 3M | -1.2% | +10.7% | -11.9% | -5.5% |
| 6M | +46.6% | +6.9% | +39.7% | +40.0% |
| YTD | +60.0% | -6.3% | +66.3% | +57.7% |
| 1Y | +70.8% | +13.5% | +57.3% | +55.8% |
| 3Y | +187.5% | -33.1% | +220.6% | +196.3% |
| 5Y | +426.1% | -68.8% | +494.9% | +669.9% |
| All | +750.3% | -27.3% | +777.6% | +661.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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