+750.3%
NVT vs EVRG
+113.7%
+636.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -5.1% | -1.2% | -3.9% | -4.6% |
| 3M | -1.2% | -0.6% | -0.6% | -1.2% |
| 6M | +46.6% | +2.4% | +44.1% | +44.1% |
| YTD | +60.0% | +15.5% | +44.5% | +49.1% |
| 1Y | +70.8% | +16.8% | +54.0% | +57.9% |
| 3Y | +187.5% | +75.0% | +112.5% | +117.0% |
| 5Y | +426.1% | +49.3% | +376.8% | +324.2% |
| All | +750.3% | +113.7% | +636.6% | +529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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