+55.3%
EFA vs NVTS
-16.8%
+72.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.8% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -1.7% | -16.5% | +14.9% | -1.0% |
| 3M | +3.5% | -47.6% | +51.1% | +5.8% |
| 6M | +9.5% | +7.3% | +2.2% | +7.5% |
| YTD | +12.9% | +62.9% | -50.0% | +8.3% |
| 1Y | +18.2% | +91.3% | -73.1% | +11.6% |
| 3Y | +64.8% | +43.4% | +21.4% | +54.4% |
| All | +55.3% | -16.8% | +72.2% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling