-78.2%
SE vs NVT
+233.5%
-311.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.5% | +17.4% | -18.9% | -8.0% |
| 30D | -22.3% | -28.4% | +6.0% | -12.4% |
| 3M | -41.8% | -32.4% | -9.4% | -33.5% |
| 6M | -22.4% | -32.2% | +9.8% | -13.2% |
| YTD | -41.6% | +14.0% | -55.6% | -51.5% |
| 1Y | -48.0% | +4.3% | -52.3% | -54.8% |
| 3Y | +63.9% | +131.7% | -67.9% | -25.0% |
| 5Y | -78.2% | +232.4% | -310.6% | -94.0% |
| All | -78.2% | +233.5% | -311.7% | -94.0% |
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