-24.9%
EW vs NVTS
-20.2%
-4.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.8% |
| 7D | -3.4% | +0.5% | -3.8% | -3.4% |
| 30D | -7.4% | -18.0% | +10.7% | -6.9% |
| 3M | +0.9% | -45.6% | +46.5% | +2.4% |
| 6M | +1.2% | +28.5% | -27.3% | -1.5% |
| YTD | +1.8% | +56.2% | -54.4% | -2.0% |
| 1Y | +10.8% | +97.7% | -86.8% | +4.7% |
| 3Y | +17.1% | +35.0% | -17.8% | +11.9% |
| All | -24.9% | -20.2% | -4.7% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling