+750.3%
NVT vs NWSA
+98.6%
+651.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.1% | -2.8% | +6.9% | +5.5% |
| 30D | -5.1% | +3.0% | -8.2% | -6.8% |
| 3M | -1.2% | +12.3% | -13.5% | -8.6% |
| 6M | +46.6% | +21.9% | +24.7% | +28.7% |
| YTD | +60.0% | +13.6% | +46.4% | +45.0% |
| 1Y | +70.8% | +0.5% | +70.3% | +64.9% |
| 3Y | +187.5% | +43.8% | +143.8% | +127.4% |
| 5Y | +426.1% | +41.2% | +385.0% | +305.3% |
| All | +750.3% | +98.6% | +651.6% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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