+228.2%
TER vs NVT
+420.2%
-192.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +5.1% |
| 7D | +12.4% | +7.0% | +5.4% | +6.3% |
| 30D | +5.1% | -2.3% | +7.5% | +7.4% |
| 3M | +4.0% | -3.1% | +7.0% | +9.1% |
| 6M | +29.5% | +47.0% | -17.5% | +1.3% |
| YTD | +98.5% | +56.2% | +42.3% | +49.8% |
| 1Y | +234.1% | +74.5% | +159.5% | +134.5% |
| 3Y | +289.0% | +184.0% | +105.0% | +77.1% |
| 5Y | +228.2% | +410.8% | -182.6% | -14.0% |
| All | +228.2% | +420.2% | -192.0% | -14.0% |
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