-8.5%
EW vs NVTS
-31.6%
+23.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.1% |
| 7D | +4.9% | +21.6% | -16.7% | +4.3% |
| 30D | +24.1% | -8.5% | +32.6% | +24.2% |
| 3M | +13.7% | -31.4% | +45.1% | +14.6% |
| 6M | +32.7% | -50.3% | +83.0% | +34.2% |
| YTD | +24.1% | +33.9% | -9.8% | +19.8% |
| 1Y | +23.6% | +10.6% | +13.0% | +20.0% |
| 3Y | +64.8% | +52.7% | +12.1% | +52.9% |
| 5Y | -8.8% | -48.5% | +39.7% | -18.4% |
| All | -8.5% | -31.6% | +23.1% | -14.2% |
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