+489.9%
NVT vs ES
+59.2%
+430.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -13.0% | +0.9% | -13.8% | -13.3% |
| 30D | -32.7% | +5.9% | -38.6% | -33.9% |
| 3M | -30.6% | -1.0% | -29.6% | -30.7% |
| 6M | -33.6% | +7.2% | -40.8% | -35.4% |
| YTD | +11.0% | +7.0% | +4.0% | +7.7% |
| 1Y | +0.8% | +0.5% | +0.3% | -0.9% |
| 3Y | +125.7% | +48.7% | +77.0% | +91.1% |
| 5Y | +231.1% | +1.9% | +229.2% | +218.7% |
| All | +489.9% | +59.2% | +430.8% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling