+148.6%
TE vs NVTS
+109.2%
+39.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | -1.5% |
| 7D | -4.0% | +2.7% | -6.7% | -5.3% |
| 30D | -15.9% | -4.5% | -11.5% | -14.6% |
| 3M | -60.5% | -61.5% | +1.0% | -41.3% |
| 6M | -35.2% | +28.0% | -63.2% | -47.8% |
| YTD | -31.1% | +65.3% | -96.4% | -53.1% |
| 1Y | +148.6% | +113.0% | +35.7% | +89.4% |
| All | +148.6% | +109.2% | +39.4% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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