-28.2%
EW vs NVT
+399.9%
-428.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | -7.4% | -7.2% | -0.2% | -6.4% |
| 3M | +0.9% | -0.9% | +1.8% | 0.0% |
| 6M | +1.2% | +42.6% | -41.4% | -7.7% |
| YTD | +1.8% | +52.9% | -51.1% | -8.7% |
| 1Y | +10.8% | +64.5% | -53.6% | -2.7% |
| 3Y | +17.1% | +178.0% | -160.8% | -14.8% |
| 5Y | -28.2% | +402.8% | -431.0% | -59.3% |
| All | -28.2% | +399.9% | -428.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling