+53.2%
IEFA vs NVTS
-17.0%
+70.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +5.1% | -49.2% | +54.3% | +7.6% |
| 6M | +9.3% | +38.4% | -29.1% | +6.1% |
| YTD | +13.0% | +62.5% | -49.5% | +8.4% |
| 1Y | +19.2% | +101.4% | -82.2% | +12.3% |
| 3Y | +67.0% | +40.4% | +26.5% | +56.8% |
| All | +53.2% | -17.0% | +70.3% | +37.4% |
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