-44.2%
SE vs NVT
+66.6%
-110.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -4.8% | +2.0% | -6.8% | -5.1% |
| 30D | -18.1% | -7.2% | -10.9% | -17.0% |
| 3M | +30.6% | -0.9% | +31.5% | +28.6% |
| 6M | +20.8% | +42.6% | -21.8% | +2.4% |
| YTD | -15.6% | +52.9% | -68.5% | -29.9% |
| 1Y | -44.2% | +64.5% | -108.7% | -54.8% |
| All | -44.2% | +66.6% | -110.8% | -54.8% |
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 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