+161.2%
EWT vs NVTS
-16.8%
+178.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +4.5% | -16.5% | +21.0% | +5.7% |
| 3M | +8.3% | -47.6% | +55.9% | +12.7% |
| 6M | +54.2% | +7.3% | +46.9% | +51.1% |
| YTD | +74.6% | +62.9% | +11.7% | +65.4% |
| 1Y | +84.9% | +91.3% | -6.4% | +71.5% |
| 3Y | +197.5% | +43.4% | +154.1% | +170.1% |
| All | +161.2% | -16.8% | +178.0% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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