+166.7%
TPR vs NVT
+712.1%
-545.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.9% |
| 7D | -7.3% | +7.0% | -14.3% | -10.9% |
| 30D | -30.7% | -2.3% | -28.4% | -30.5% |
| 3M | -21.6% | -3.1% | -18.5% | -22.8% |
| 6M | -21.3% | +47.0% | -68.4% | -40.7% |
| YTD | -10.2% | +56.2% | -66.4% | -35.4% |
| 1Y | +9.5% | +74.5% | -65.0% | -27.5% |
| 3Y | +280.8% | +184.0% | +96.8% | +66.3% |
| 5Y | +218.7% | +410.8% | -192.1% | -10.8% |
| All | +166.7% | +712.1% | -545.4% | -42.9% |
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