+102.9%
T vs NVT
+184.0%
-81.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -2.0% |
| 7D | -3.1% | +7.0% | -10.1% | -2.5% |
| 30D | +4.6% | -2.3% | +6.9% | +4.5% |
| 3M | +12.2% | -3.1% | +15.3% | +12.3% |
| 6M | -6.5% | +47.0% | -53.5% | -3.5% |
| YTD | +4.9% | +56.2% | -51.3% | +8.6% |
| 1Y | -10.5% | +74.5% | -85.0% | -6.7% |
| All | +102.9% | +184.0% | -81.1% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling