+65.9%
EW vs NVT
+131.3%
-65.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +4.9% | +8.0% | -3.1% | +4.3% |
| 30D | +23.9% | -24.8% | +48.7% | +26.4% |
| 3M | +15.8% | -32.4% | +48.2% | +19.0% |
| 6M | +31.7% | -33.5% | +65.1% | +35.0% |
| YTD | +25.7% | +13.2% | +12.5% | +18.6% |
| 1Y | +24.4% | +9.0% | +15.5% | +18.0% |
| 3Y | +65.9% | +129.4% | -63.5% | +26.3% |
| All | +65.9% | +131.3% | -65.5% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling