-9.1%
NVTS vs NWSA
+30.2%
-39.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.4% | -2.8% | +1.4% | +0.7% |
| 30D | -16.5% | +3.0% | -19.5% | -18.8% |
| 3M | -47.6% | +12.3% | -60.0% | -54.0% |
| 6M | +7.3% | +21.9% | -14.6% | -13.4% |
| YTD | +62.9% | +13.6% | +49.3% | +37.5% |
| 1Y | +91.3% | +0.5% | +90.8% | +80.7% |
| 3Y | +43.4% | +43.8% | -0.3% | -4.9% |
| All | -9.1% | +30.2% | -39.4% | -37.4% |
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