+218.1%
TPR vs NVT
+477.1%
-259.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | +12.1% | -13.0% | +25.0% | +17.7% |
| 30D | +16.7% | -32.7% | +49.4% | +38.2% |
| 3M | -17.4% | -30.6% | +13.2% | -5.4% |
| 6M | +2.3% | -33.6% | +35.9% | +16.8% |
| YTD | +7.1% | +11.0% | -3.9% | -12.1% |
| 1Y | +29.5% | +0.8% | +28.7% | +12.0% |
| 3Y | +415.0% | +125.7% | +289.4% | +139.1% |
| 5Y | +261.5% | +231.1% | +30.3% | +23.6% |
| All | +218.1% | +477.1% | -259.0% | -22.4% |
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 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