-22.2%
EW vs NVTS
-15.6%
-6.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.4% |
| 30D | +1.0% | -4.5% | +5.5% | +1.1% |
| 3M | +2.8% | -61.5% | +64.3% | +5.4% |
| 6M | +5.5% | +28.0% | -22.5% | +2.8% |
| YTD | +5.5% | +65.3% | -59.8% | +1.4% |
| 1Y | +11.0% | +113.0% | -102.0% | +4.6% |
| 3Y | +17.7% | +34.7% | -17.0% | +13.0% |
| All | -22.2% | -15.6% | -6.6% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling