+186.5%
TPR vs NVT
+699.2%
-512.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.4% |
| 7D | -2.3% | +5.1% | -7.4% | -5.0% |
| 30D | -23.0% | -3.7% | -19.3% | -22.0% |
| 3M | -12.5% | -10.1% | -2.3% | -9.9% |
| 6M | -21.4% | +37.5% | -58.9% | -38.2% |
| YTD | -3.5% | +53.7% | -57.2% | -29.9% |
| 1Y | +17.4% | +70.9% | -53.5% | -21.2% |
| 3Y | +291.3% | +180.4% | +110.9% | +72.1% |
| 5Y | +241.9% | +393.5% | -151.6% | -2.1% |
| All | +186.5% | +699.2% | -512.7% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling