+730.1%
NVT vs EL
-26.1%
+756.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.6% |
| 7D | +7.0% | -2.4% | +9.4% | +7.8% |
| 30D | -2.3% | +13.7% | -16.0% | -7.0% |
| 3M | -3.1% | +14.5% | -17.6% | -8.3% |
| 6M | +47.0% | +7.4% | +39.6% | +40.2% |
| YTD | +56.2% | -4.7% | +60.9% | +53.1% |
| 1Y | +74.5% | +12.9% | +61.6% | +59.5% |
| 3Y | +184.0% | -32.2% | +216.2% | +191.7% |
| 5Y | +410.8% | -68.4% | +479.2% | +645.6% |
| All | +730.1% | -26.1% | +756.2% | +639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling