-25.8%
TE vs NVD
-27.4%
+1.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.5% | -10.0% | +0.1% |
| 7D | +3.8% | +15.0% | -11.2% | +13.0% |
| 30D | -26.2% | +39.3% | -65.5% | -9.5% |
| 3M | -49.7% | +3.1% | -52.9% | -46.3% |
| 6M | -46.5% | -19.0% | -27.5% | -45.9% |
| YTD | -59.1% | -35.5% | -23.6% | -60.7% |
| 1Y | -25.8% | -30.2% | +4.4% | -17.2% |
| All | -25.8% | -27.4% | +1.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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