-12.4%
EW vs NVTS
-37.5%
+25.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | +9.3% | +9.6% | -0.3% | +8.9% |
| 30D | +22.1% | -13.0% | +35.1% | +22.3% |
| 3M | +13.0% | -28.8% | +41.8% | +13.8% |
| 6M | +30.1% | -48.5% | +78.5% | +31.2% |
| YTD | +22.0% | +31.4% | -9.4% | +17.8% |
| 1Y | +23.7% | -2.3% | +26.0% | +20.6% |
| 3Y | +62.0% | +49.8% | +12.1% | +50.3% |
| 5Y | -12.4% | -43.2% | +30.8% | -19.9% |
| All | -12.4% | -37.5% | +25.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling