+391.5%
EWT vs NVT
+731.8%
-340.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.3% |
| 7D | -1.1% | +4.1% | -5.2% | -2.5% |
| 30D | +4.5% | -5.1% | +9.6% | +6.0% |
| 3M | +8.3% | -1.2% | +9.4% | +8.3% |
| 6M | +54.2% | +46.6% | +7.7% | +36.0% |
| YTD | +74.6% | +60.0% | +14.6% | +49.5% |
| 1Y | +84.9% | +70.8% | +14.1% | +54.6% |
| 3Y | +197.5% | +187.5% | +10.0% | +104.7% |
| 5Y | +150.6% | +426.1% | -275.6% | +41.3% |
| All | +391.5% | +731.8% | -340.3% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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