-24.1%
TE vs NVT
+190.9%
-214.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | -3.9% |
| 7D | +0.2% | +4.1% | -3.9% | -3.5% |
| 30D | -5.9% | -5.1% | -0.8% | -1.5% |
| 3M | -45.6% | -1.2% | -44.4% | -44.0% |
| 6M | -43.4% | +46.6% | -89.9% | -60.1% |
| YTD | -31.0% | +60.0% | -91.0% | -54.7% |
| 1Y | +145.2% | +70.8% | +74.4% | +51.4% |
| 3Y | -24.1% | +187.5% | -211.6% | -70.5% |
| All | -24.1% | +190.9% | -214.9% | -70.5% |
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