+255.1%
TPR vs NVT
+203.9%
+51.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.0% | -9.0% | -3.8% |
| 7D | +14.2% | -15.7% | +29.9% | +19.6% |
| 30D | +17.1% | -36.6% | +53.7% | +35.8% |
| 3M | -17.7% | -34.8% | +17.1% | -6.7% |
| 6M | -10.2% | -38.2% | +28.1% | +2.5% |
| YTD | +4.9% | +4.8% | +0.1% | -9.1% |
| 1Y | +36.1% | -2.8% | +38.9% | +22.0% |
| 3Y | +416.5% | +119.5% | +296.9% | +158.2% |
| All | +255.1% | +203.9% | +51.2% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling