-49.7%
TE vs NVT
+396.5%
-446.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -4.8% |
| 7D | +0.9% | +2.0% | -1.1% | -0.6% |
| 30D | -16.3% | -7.2% | -9.1% | -11.1% |
| 3M | -40.8% | -0.9% | -39.8% | -38.8% |
| 6M | -42.6% | +42.6% | -85.2% | -56.8% |
| YTD | -31.4% | +52.9% | -84.3% | -50.7% |
| 1Y | +144.9% | +64.5% | +80.5% | +66.0% |
| 3Y | -26.0% | +178.0% | -204.0% | -67.4% |
| All | -49.7% | +396.5% | -446.1% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling