+148.6%
TE vs NVD
-61.9%
+210.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +0.7% |
| 7D | -4.0% | -11.1% | +7.1% | -8.7% |
| 30D | -15.9% | -13.3% | -2.7% | -19.4% |
| 3M | -60.5% | -19.8% | -40.7% | -61.7% |
| 6M | -35.2% | -48.8% | +13.6% | -44.3% |
| YTD | -31.1% | -49.7% | +18.5% | -39.8% |
| 1Y | +148.6% | -61.4% | +210.0% | +123.7% |
| All | +148.6% | -61.9% | +210.5% | +123.7% |
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