+921.8%
SE vs NVT
+699.2%
+222.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | -6.1% | +5.1% | -11.2% | -7.9% |
| 30D | -2.5% | -3.7% | +1.3% | -1.4% |
| 3M | +21.7% | -10.1% | +31.9% | +24.5% |
| 6M | +27.0% | +37.5% | -10.5% | +7.8% |
| YTD | -12.1% | +53.7% | -65.9% | -28.8% |
| 1Y | -40.9% | +70.9% | -111.8% | -54.5% |
| 3Y | +191.0% | +180.4% | +10.6% | +74.0% |
| 5Y | -68.3% | +393.5% | -461.7% | -84.9% |
| All | +921.8% | +699.2% | +222.5% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling