+526.5%
TER vs NVT
+488.5%
+38.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +14.4% | +8.0% | +6.4% | +8.9% |
| 30D | -30.6% | -24.8% | -5.8% | -15.5% |
| 3M | -39.2% | -32.4% | -6.8% | -19.8% |
| 6M | -31.3% | -33.5% | +2.2% | -6.2% |
| YTD | +29.1% | +13.2% | +15.9% | +28.0% |
| 1Y | +47.4% | +9.0% | +38.5% | +49.6% |
| 3Y | +191.2% | +129.4% | +61.8% | +83.2% |
| 5Y | +74.0% | +230.1% | -156.1% | -12.3% |
| All | +526.5% | +488.5% | +38.0% | +126.5% |
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