-6.3%
NVTS vs NWSA
+31.5%
-37.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +3.1% |
| 7D | +9.7% | -2.6% | +12.3% | +11.7% |
| 30D | -13.6% | +4.6% | -18.2% | -16.9% |
| 3M | -51.0% | +10.2% | -61.2% | -56.3% |
| 6M | +46.3% | +21.6% | +24.7% | +18.6% |
| YTD | +68.1% | +14.6% | +53.4% | +40.9% |
| 1Y | +113.9% | +0.4% | +113.5% | +102.9% |
| 3Y | +45.3% | +45.0% | +0.3% | -4.2% |
| All | -6.3% | +31.5% | -37.7% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling