+383.4%
EFA vs NVS
+808.5%
-425.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | -15.7% | +13.3% | +6.8% |
| 30D | -2.2% | -11.1% | +8.8% | +3.2% |
| 3M | +5.7% | -7.2% | +12.9% | +8.3% |
| 6M | +8.2% | -12.3% | +20.5% | +14.5% |
| YTD | +11.8% | +2.8% | +9.0% | +7.4% |
| 1Y | +18.3% | +11.9% | +6.3% | +7.6% |
| 3Y | +64.9% | +55.1% | +9.9% | +20.6% |
| 5Y | +52.4% | +94.1% | -41.7% | -4.8% |
| 10Y | +142.4% | +181.2% | -38.8% | +15.8% |
| All | +383.4% | +808.5% | -425.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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