-12.4%
TLT vs NVT
+731.8%
-744.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.3% |
| 7D | -1.6% | +4.1% | -5.7% | -1.4% |
| 30D | -1.1% | -5.1% | +4.0% | -1.3% |
| 3M | -4.9% | -1.2% | -3.7% | -4.8% |
| 6M | -5.0% | +46.6% | -51.6% | -2.8% |
| YTD | -4.4% | +60.0% | -64.4% | -1.6% |
| 1Y | -6.4% | +70.8% | -77.2% | -3.1% |
| 3Y | -2.0% | +187.5% | -189.5% | +5.8% |
| 5Y | -35.0% | +426.1% | -461.1% | -25.2% |
| All | -12.4% | +731.8% | -744.1% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling