+410.8%
NVT vs FE
+46.0%
+364.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -2.3% | -1.2% | -1.2% | -2.1% |
| 3M | -3.1% | +1.7% | -4.7% | -3.6% |
| 6M | +47.0% | -7.5% | +54.5% | +49.0% |
| YTD | +56.2% | +6.3% | +49.9% | +53.4% |
| 1Y | +74.5% | +10.9% | +63.7% | +69.4% |
| 3Y | +184.0% | +46.9% | +137.1% | +143.5% |
| 5Y | +410.8% | +47.6% | +363.2% | +324.7% |
| All | +410.8% | +46.0% | +364.8% | +324.7% |
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