+22.6%
EFA vs NVTS
+109.2%
-86.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | +0.4% |
| 30D | +0.9% | -4.5% | +5.3% | +1.0% |
| 3M | +4.9% | -61.5% | +66.4% | +8.4% |
| 6M | +8.6% | +28.0% | -19.4% | +5.5% |
| YTD | +14.6% | +65.3% | -50.7% | +10.1% |
| 1Y | +22.6% | +113.0% | -90.4% | +16.9% |
| All | +22.6% | +109.2% | -86.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling