-50.0%
TE vs NVT
+592.9%
-642.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.5% |
| 7D | +15.0% | +7.0% | +8.0% | +10.8% |
| 30D | -7.5% | -2.3% | -5.2% | -6.6% |
| 3M | -42.0% | -3.1% | -38.9% | -39.7% |
| 6M | -31.4% | +47.0% | -78.5% | -42.6% |
| YTD | -26.5% | +56.2% | -82.7% | -39.7% |
| 1Y | +153.1% | +74.5% | +78.6% | +97.7% |
| 3Y | -20.7% | +184.0% | -204.7% | -48.6% |
| 5Y | -45.4% | +410.8% | -456.2% | -68.6% |
| All | -50.0% | +592.9% | -642.9% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling