+199.4%
EWT vs NVD
-99.1%
+298.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.9% |
| 7D | -1.1% | +10.8% | -12.0% | +0.6% |
| 30D | +4.5% | +0.8% | +3.7% | +5.2% |
| 3M | +8.3% | -20.8% | +29.1% | +6.2% |
| 6M | +54.2% | -41.2% | +95.4% | +47.2% |
| YTD | +74.6% | -44.2% | +118.8% | +66.7% |
| 1Y | +84.9% | -54.2% | +139.1% | +74.0% |
| 3Y | +197.5% | -99.1% | +296.7% | +91.7% |
| All | +199.4% | -99.1% | +298.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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