+573.9%
EWT vs NVS
+833.5%
-259.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -15.7% | +14.6% | +5.7% |
| 30D | +4.8% | -11.1% | +15.9% | +9.2% |
| 3M | +11.1% | -7.2% | +18.3% | +13.1% |
| 6M | +54.6% | -12.3% | +67.0% | +61.1% |
| YTD | +71.4% | +2.8% | +68.7% | +66.2% |
| 1Y | +82.1% | +11.9% | +70.2% | +69.3% |
| 3Y | +193.2% | +55.1% | +138.2% | +130.8% |
| 5Y | +146.1% | +94.1% | +52.0% | +71.1% |
| 10Y | +505.0% | +181.2% | +323.8% | +242.9% |
| All | +573.9% | +833.5% | -259.6% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling