-19.1%
TE vs NVTS
+37.8%
-56.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.4% | -2.3% |
| 7D | +15.0% | +3.5% | +11.5% | +14.2% |
| 30D | -7.5% | -11.9% | +4.4% | -5.3% |
| 3M | -42.0% | -49.2% | +7.3% | -33.7% |
| 6M | -31.4% | +38.4% | -69.8% | -35.8% |
| YTD | -26.5% | +62.5% | -89.0% | -33.0% |
| 1Y | +153.1% | +101.4% | +51.7% | +127.8% |
| All | -19.1% | +37.8% | -56.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling