+210.6%
TPR vs NVT
+488.5%
-277.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -0.3% | +8.0% | -8.3% | -4.3% |
| 30D | +15.1% | -24.8% | +39.9% | +28.6% |
| 3M | +3.5% | -32.4% | +36.0% | +20.5% |
| 6M | +0.4% | -33.5% | +33.9% | +14.7% |
| YTD | +4.6% | +13.2% | -8.6% | -15.1% |
| 1Y | +33.1% | +9.0% | +24.1% | +9.8% |
| 3Y | +396.0% | +129.4% | +266.6% | +128.3% |
| 5Y | +230.3% | +230.1% | +0.2% | +13.5% |
| All | +210.6% | +488.5% | -277.9% | -25.0% |
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