+174.9%
NVS vs EFV
+169.9%
+5.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -14.3% | -0.8% | -13.5% | -13.8% |
| 30D | -10.0% | +0.6% | -10.6% | -10.2% |
| 3M | -10.9% | +7.5% | -18.4% | -14.6% |
| 6M | -12.0% | +13.0% | -25.0% | -18.0% |
| YTD | +2.5% | +18.3% | -15.8% | -7.0% |
| 1Y | +10.7% | +26.7% | -16.1% | -3.5% |
| 3Y | +53.3% | +89.6% | -36.3% | +6.1% |
| 5Y | +93.6% | +98.2% | -4.6% | +29.3% |
| All | +174.9% | +169.9% | +5.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling