+17.1%
EW vs NVTS
+45.8%
-28.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.5% |
| 7D | -4.4% | +9.7% | -14.1% | -4.5% |
| 30D | -3.3% | -13.6% | +10.3% | -3.3% |
| 3M | +1.0% | -51.0% | +52.0% | +1.4% |
| 6M | +6.2% | +46.3% | -40.1% | +5.2% |
| YTD | +1.7% | +68.1% | -66.3% | +0.6% |
| 1Y | +8.1% | +113.9% | -105.8% | +6.2% |
| 3Y | +17.1% | +45.3% | -28.2% | +20.3% |
| All | +17.1% | +45.8% | -28.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling