+750.3%
NVT vs ESI
+262.4%
+487.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | +4.1% | -4.6% | +8.7% | +7.3% |
| 30D | -5.1% | -10.5% | +5.4% | +2.2% |
| 3M | -1.2% | -19.8% | +18.6% | +14.3% |
| 6M | +46.6% | +5.8% | +40.8% | +40.3% |
| YTD | +60.0% | +38.3% | +21.7% | +27.0% |
| 1Y | +70.8% | +31.5% | +39.3% | +39.3% |
| 3Y | +187.5% | +80.7% | +106.9% | +87.2% |
| 5Y | +426.1% | +69.4% | +356.7% | +244.3% |
| All | +750.3% | +262.4% | +487.8% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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