+513.6%
EWT vs NVS
+179.5%
+334.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -1.1% | -14.3% | +13.1% | +3.3% |
| 30D | +4.5% | -10.0% | +14.4% | +7.2% |
| 3M | +8.3% | -10.9% | +19.1% | +11.1% |
| 6M | +54.2% | -12.0% | +66.2% | +58.8% |
| YTD | +74.6% | +2.5% | +72.1% | +70.2% |
| 1Y | +84.9% | +10.7% | +74.2% | +75.0% |
| 3Y | +197.5% | +53.3% | +144.2% | +145.8% |
| 5Y | +150.6% | +93.6% | +57.0% | +83.9% |
| All | +513.6% | +179.5% | +334.1% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling