-25.0%
EW vs NVTS
-14.2%
-10.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | -4.4% | +9.7% | -14.1% | -4.7% |
| 30D | -3.3% | -13.6% | +10.3% | -3.0% |
| 3M | +1.0% | -51.0% | +52.0% | +2.8% |
| 6M | +6.2% | +46.3% | -40.1% | +3.0% |
| YTD | +1.7% | +68.1% | -66.3% | -2.2% |
| 1Y | +8.1% | +113.9% | -105.8% | +1.9% |
| 3Y | +17.1% | +45.3% | -28.2% | +11.6% |
| All | -25.0% | -14.2% | -10.8% | -29.9% |
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