+43.0%
NVTS vs NWSA
+44.1%
-1.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | +3.5% | -3.1% | +6.5% | +4.8% |
| 30D | -11.9% | +4.3% | -16.2% | -13.8% |
| 3M | -49.2% | +9.2% | -58.5% | -52.4% |
| 6M | +38.4% | +21.6% | +16.9% | +19.2% |
| YTD | +62.5% | +14.2% | +48.2% | +45.2% |
| 1Y | +101.4% | +1.8% | +99.6% | +100.6% |
| All | +43.0% | +44.1% | -1.1% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling