+232.4%
NVT vs FE
+46.0%
+186.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +17.4% | -0.3% | +17.7% | +17.4% |
| 30D | -28.4% | +3.9% | -32.2% | -28.8% |
| 3M | -32.4% | -0.1% | -32.3% | -32.4% |
| 6M | -32.2% | +6.1% | -38.2% | -33.0% |
| YTD | +14.0% | +8.1% | +5.9% | +11.7% |
| 1Y | +4.3% | +4.4% | -0.1% | +3.0% |
| 3Y | +131.7% | +49.0% | +82.7% | +99.4% |
| 5Y | +232.4% | +46.1% | +186.3% | +183.0% |
| All | +232.4% | +46.0% | +186.4% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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