-9.1%
T vs NVT
+73.8%
-82.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.6% |
| 7D | -1.3% | +5.1% | -6.4% | -0.5% |
| 30D | +11.4% | -3.7% | +15.1% | +10.9% |
| 3M | +14.3% | -10.1% | +24.4% | +13.3% |
| 6M | -9.3% | +37.5% | -46.7% | -4.9% |
| YTD | +7.1% | +53.7% | -46.6% | +13.4% |
| 1Y | -9.1% | +70.9% | -80.0% | -2.6% |
| All | -9.1% | +73.8% | -82.9% | -2.6% |
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