+70.8%
NVT vs ESI
+34.2%
+36.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.3% |
| 7D | +4.1% | -4.6% | +8.7% | +7.1% |
| 30D | -5.1% | -10.5% | +5.4% | +1.7% |
| 3M | -1.2% | -19.8% | +18.6% | +13.2% |
| 6M | +46.6% | +5.8% | +40.8% | +45.4% |
| YTD | +60.0% | +38.3% | +21.7% | +36.8% |
| 1Y | +70.8% | +31.5% | +39.3% | +51.2% |
| All | +70.8% | +34.2% | +36.6% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling