+87.9%
EW vs NVT
+731.8%
-643.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.6% | -7.4% | -3.9% |
| 7D | -6.2% | +4.1% | -10.2% | -7.2% |
| 30D | -9.3% | -5.1% | -4.2% | -8.5% |
| 3M | -1.6% | -1.2% | -0.5% | -2.6% |
| 6M | -0.8% | +46.6% | -47.4% | -12.4% |
| YTD | -1.0% | +60.0% | -61.0% | -14.9% |
| 1Y | +8.2% | +70.8% | -62.6% | -9.4% |
| 3Y | +12.7% | +187.5% | -174.9% | -22.9% |
| 5Y | -30.2% | +426.1% | -456.4% | -62.0% |
| All | +87.9% | +731.8% | -643.8% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling