+717.0%
NVT vs FE
+90.3%
+626.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +5.1% | +1.9% | +3.1% | +4.4% |
| 30D | -3.7% | -1.2% | -2.5% | -3.3% |
| 3M | -10.1% | +3.5% | -13.6% | -11.6% |
| 6M | +37.5% | -6.1% | +43.5% | +39.7% |
| YTD | +53.7% | +7.6% | +46.1% | +48.4% |
| 1Y | +70.9% | +11.9% | +58.9% | +62.0% |
| 3Y | +180.4% | +48.4% | +132.0% | +130.1% |
| 5Y | +393.5% | +44.8% | +348.7% | +304.9% |
| All | +717.0% | +90.3% | +626.7% | +616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling