+138.7%
EW vs NVT
+488.5%
-349.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.9% | +8.0% | -3.1% | +3.1% |
| 30D | +23.9% | -24.8% | +48.7% | +30.5% |
| 3M | +15.8% | -32.4% | +48.2% | +24.1% |
| 6M | +31.7% | -33.5% | +65.1% | +40.2% |
| YTD | +25.7% | +13.2% | +12.5% | +15.0% |
| 1Y | +24.4% | +9.0% | +15.5% | +14.8% |
| 3Y | +65.9% | +129.4% | -63.5% | +16.4% |
| 5Y | -7.6% | +230.1% | -237.7% | -44.2% |
| All | +138.7% | +488.5% | -349.8% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling