-5.6%
TLT vs NVT
+3.0%
-8.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.7% | +13.5% | +0.8% |
| 7D | +1.0% | -19.5% | +20.4% | +0.9% |
| 30D | +6.0% | -32.4% | +38.4% | +6.3% |
| 3M | -0.9% | -30.3% | +29.4% | -0.8% |
| 6M | -2.3% | -30.4% | +28.2% | -2.3% |
| YTD | -3.3% | +11.3% | -14.7% | -4.3% |
| 1Y | -5.6% | +3.6% | -9.2% | -6.4% |
| All | -5.6% | +3.0% | -8.6% | -6.4% |
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