+43.2%
TER vs NVT
+3.0%
+40.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -12.7% | +5.9% | +6.7% |
| 7D | -19.9% | -19.5% | -0.4% | +0.1% |
| 30D | -43.5% | -32.4% | -11.1% | -14.9% |
| 3M | -37.8% | -30.3% | -7.4% | -8.9% |
| 6M | -25.6% | -30.4% | +4.9% | +13.2% |
| YTD | +29.8% | +11.3% | +18.5% | +24.4% |
| 1Y | +43.2% | +3.6% | +39.6% | +49.3% |
| All | +43.2% | +3.0% | +40.2% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling