-40.9%
SE vs NVT
+73.8%
-114.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -6.1% | +5.1% | -11.2% | -7.0% |
| 30D | -2.5% | -3.7% | +1.3% | -1.9% |
| 3M | +21.7% | -10.1% | +31.9% | +23.7% |
| 6M | +27.0% | +37.5% | -10.5% | +9.4% |
| YTD | -12.1% | +53.7% | -65.9% | -26.9% |
| 1Y | -40.9% | +70.9% | -111.8% | -52.4% |
| All | -40.9% | +73.8% | -114.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling