+881.7%
SE vs NVT
+694.8%
+186.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -4.8% | +2.0% | -6.8% | -5.5% |
| 30D | -18.1% | -7.2% | -10.9% | -16.2% |
| 3M | +30.6% | -0.9% | +31.5% | +28.4% |
| 6M | +20.8% | +42.6% | -21.8% | +1.1% |
| YTD | -15.6% | +52.9% | -68.5% | -31.5% |
| 1Y | -44.2% | +64.5% | -108.7% | -56.3% |
| 3Y | +181.5% | +178.0% | +3.6% | +68.9% |
| 5Y | -66.9% | +402.8% | -469.7% | -84.3% |
| All | +881.7% | +694.8% | +186.8% | +329.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling