+55.1%
EFA vs NVTS
-17.0%
+72.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | -0.5% | +3.5% | -3.9% | -0.6% |
| 30D | -1.3% | -11.9% | +10.6% | -0.9% |
| 3M | +5.2% | -49.2% | +54.4% | +7.7% |
| 6M | +9.4% | +38.4% | -29.1% | +6.1% |
| YTD | +12.7% | +62.5% | -49.7% | +8.2% |
| 1Y | +19.3% | +101.4% | -82.1% | +12.4% |
| 3Y | +66.3% | +40.4% | +25.9% | +56.1% |
| All | +55.1% | -17.0% | +72.2% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling