-53.1%
TE vs NVT
+609.7%
-662.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | -2.1% |
| 7D | +0.2% | +4.1% | -3.9% | -1.9% |
| 30D | -5.9% | -5.1% | -0.8% | -3.2% |
| 3M | -45.6% | -1.2% | -44.4% | -44.2% |
| 6M | -43.4% | +46.6% | -89.9% | -52.6% |
| YTD | -31.0% | +60.0% | -91.0% | -44.2% |
| 1Y | +145.2% | +70.8% | +74.4% | +93.3% |
| 3Y | -24.1% | +187.5% | -211.6% | -51.3% |
| 5Y | -48.1% | +426.1% | -474.3% | -70.6% |
| All | -53.1% | +609.7% | -662.8% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling