+162.7%
EWT vs NVTS
-14.2%
+176.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +1.6% | +9.7% | -8.0% | +0.9% |
| 30D | +8.2% | -13.6% | +21.8% | +9.2% |
| 3M | +11.1% | -51.0% | +62.0% | +16.0% |
| 6M | +60.4% | +46.3% | +14.1% | +53.9% |
| YTD | +75.6% | +68.1% | +7.5% | +65.9% |
| 1Y | +91.3% | +113.9% | -22.6% | +76.2% |
| 3Y | +200.3% | +45.3% | +155.0% | +172.6% |
| All | +162.7% | -14.2% | +176.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling