+796.3%
TER vs NVT
+699.2%
+97.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +3.7% |
| 7D | +0.6% | +5.1% | -4.5% | -2.7% |
| 30D | -8.3% | -3.7% | -4.6% | -5.6% |
| 3M | -12.2% | -10.1% | -2.1% | -3.3% |
| 6M | +17.1% | +37.5% | -20.4% | -0.3% |
| YTD | +84.7% | +53.7% | +30.9% | +47.5% |
| 1Y | +199.9% | +70.9% | +129.1% | +126.0% |
| 3Y | +232.8% | +180.4% | +52.4% | +78.4% |
| 5Y | +198.6% | +393.5% | -194.9% | +15.2% |
| All | +796.3% | +699.2% | +97.1% | +161.1% |
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