+751.2%
NVT vs ESI
+282.2%
+469.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +10.4% | +5.4% | +5.0% | +6.7% |
| 30D | -1.3% | -4.2% | +2.9% | +1.7% |
| 3M | -0.6% | -9.6% | +9.0% | +6.2% |
| 6M | +53.8% | +18.3% | +35.4% | +36.8% |
| YTD | +60.2% | +45.8% | +14.3% | +22.9% |
| 1Y | +76.8% | +39.2% | +37.6% | +39.0% |
| 3Y | +191.2% | +86.3% | +105.0% | +85.8% |
| 5Y | +430.9% | +76.2% | +354.7% | +238.8% |
| All | +751.2% | +282.2% | +469.1% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling