+402.8%
NVT vs ESI
+66.0%
+336.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | +0.7% |
| 7D | +2.0% | -2.3% | +4.3% | +3.5% |
| 30D | -7.2% | -9.0% | +1.9% | -1.3% |
| 3M | -0.9% | -13.3% | +12.4% | +8.6% |
| 6M | +42.6% | +5.3% | +37.3% | +37.6% |
| YTD | +52.9% | +37.6% | +15.3% | +23.3% |
| 1Y | +64.5% | +33.6% | +30.9% | +34.5% |
| 3Y | +178.0% | +75.8% | +102.2% | +89.0% |
| 5Y | +402.8% | +68.6% | +334.2% | +229.8% |
| All | +402.8% | +66.0% | +336.8% | +229.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling