+712.5%
NVT vs ES
+55.9%
+656.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.6% |
| 7D | +2.0% | -3.5% | +5.5% | +2.9% |
| 30D | -7.2% | -3.0% | -4.2% | -6.5% |
| 3M | -0.9% | -0.3% | -0.6% | -1.3% |
| 6M | +42.6% | -5.2% | +47.8% | +43.7% |
| YTD | +52.9% | +4.8% | +48.1% | +49.8% |
| 1Y | +64.5% | +12.7% | +51.7% | +56.9% |
| 3Y | +178.0% | +27.5% | +150.5% | +148.6% |
| 5Y | +402.8% | -4.7% | +407.5% | +396.2% |
| All | +712.5% | +55.9% | +656.6% | +756.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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