+239.1%
TPR vs NVT
+425.5%
-186.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.5% |
| 7D | -3.4% | +10.4% | -13.7% | -7.5% |
| 30D | -27.3% | -1.3% | -26.0% | -27.4% |
| 3M | -16.2% | -0.6% | -15.6% | -17.9% |
| 6M | -17.9% | +53.8% | -71.7% | -35.8% |
| YTD | -7.1% | +60.2% | -67.3% | -29.5% |
| 1Y | +13.6% | +76.8% | -63.2% | -18.8% |
| 3Y | +293.7% | +191.2% | +102.5% | +90.4% |
| 5Y | +239.1% | +430.9% | -191.8% | -0.4% |
| All | +239.1% | +425.5% | -186.4% | -0.4% |
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 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