+32.6%
VWO vs NVTS
-20.2%
+52.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -0.3% | -18.0% | +17.7% | +0.5% |
| 3M | +4.0% | -45.6% | +49.6% | +6.4% |
| 6M | +8.1% | +28.5% | -20.3% | +5.2% |
| YTD | +11.6% | +56.2% | -44.5% | +7.2% |
| 1Y | +16.2% | +97.7% | -81.5% | +9.6% |
| 3Y | +63.3% | +35.0% | +28.3% | +53.2% |
| All | +32.6% | -20.2% | +52.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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