+750.3%
NVT vs TECK
+175.6%
+574.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.3% |
| 7D | +4.1% | -3.8% | +7.9% | +5.6% |
| 30D | -5.1% | +0.7% | -5.9% | -5.5% |
| 3M | -1.2% | +4.6% | -5.8% | -3.2% |
| 6M | +46.6% | +25.1% | +21.5% | +34.0% |
| YTD | +60.0% | +39.2% | +20.8% | +40.0% |
| 1Y | +70.8% | +60.3% | +10.5% | +41.3% |
| 3Y | +187.5% | +62.9% | +124.6% | +128.5% |
| 5Y | +426.1% | +181.5% | +244.7% | +212.4% |
| All | +750.3% | +175.6% | +574.7% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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