+92.4%
IEFA vs NVT
+694.8%
-602.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -2.4% | +2.0% | -4.4% | -3.0% |
| 30D | -2.1% | -7.2% | +5.1% | -0.3% |
| 3M | +5.5% | -0.9% | +6.4% | +4.7% |
| 6M | +8.1% | +42.6% | -34.5% | -4.4% |
| YTD | +11.9% | +52.9% | -41.0% | -3.5% |
| 1Y | +18.1% | +64.5% | -46.4% | -1.1% |
| 3Y | +65.5% | +178.0% | -112.5% | +11.1% |
| 5Y | +50.1% | +402.8% | -352.7% | -20.0% |
| All | +92.4% | +694.8% | -602.4% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling