-32.2%
NVT vs ES
+8.3%
-40.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -0.1% |
| 7D | +17.4% | -1.1% | +18.5% | +16.3% |
| 30D | -28.4% | +8.2% | -36.6% | -22.3% |
| 3M | -32.4% | +0.6% | -33.0% | -30.5% |
| 6M | -32.2% | +6.0% | -38.1% | -28.7% |
| All | -32.2% | +8.3% | -40.5% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling