+149.4%
EWT vs NVT
+419.5%
-270.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.1% |
| 7D | -1.1% | +4.1% | -5.2% | -2.6% |
| 30D | +4.5% | -5.1% | +9.6% | +6.2% |
| 3M | +8.3% | -1.2% | +9.4% | +8.2% |
| 6M | +54.2% | +46.6% | +7.7% | +34.5% |
| YTD | +74.6% | +60.0% | +14.6% | +47.5% |
| 1Y | +84.9% | +70.8% | +14.1% | +52.1% |
| 3Y | +197.5% | +187.5% | +10.0% | +95.9% |
| All | +149.4% | +419.5% | -270.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling