+9.3%
IEFA vs NVTS
+44.3%
-35.0%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.9% |
| 7D | -0.5% | +3.5% | -3.9% | -0.6% |
| 30D | -1.1% | -11.9% | +10.8% | -0.5% |
| 3M | +5.1% | -49.2% | +54.3% | +7.7% |
| 6M | +9.3% | +38.4% | -29.1% | +3.0% |
| All | +9.3% | +44.3% | -35.0% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling