+52.7%
EFA vs NVT
+419.5%
-366.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.1% |
| 7D | -1.5% | +4.1% | -5.6% | -2.5% |
| 30D | -1.7% | -5.1% | +3.5% | -0.6% |
| 3M | +3.5% | -1.2% | +4.7% | +2.9% |
| 6M | +9.5% | +46.6% | -37.1% | -2.0% |
| YTD | +12.9% | +60.0% | -47.1% | -1.5% |
| 1Y | +18.2% | +70.8% | -52.6% | +0.8% |
| 3Y | +64.8% | +187.5% | -122.7% | +13.4% |
| All | +52.7% | +419.5% | -366.9% | -19.8% |
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