-66.3%
SE vs NVT
+420.2%
-486.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.0% |
| 7D | -3.6% | +7.0% | -10.6% | -6.6% |
| 30D | -5.3% | -2.3% | -3.0% | -4.7% |
| 3M | +28.1% | -3.1% | +31.2% | +26.7% |
| 6M | +20.7% | +47.0% | -26.4% | -6.0% |
| YTD | -14.8% | +56.2% | -71.0% | -36.0% |
| 1Y | -43.6% | +74.5% | -118.1% | -60.6% |
| 3Y | +184.2% | +184.0% | +0.2% | +30.5% |
| 5Y | -66.3% | +410.8% | -477.1% | -91.2% |
| All | -66.3% | +420.2% | -486.5% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling