+18.2%
EWJ vs NVD
-27.4%
+45.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +2.2% |
| 7D | -1.2% | +15.0% | -16.2% | +0.7% |
| 30D | -5.5% | +39.3% | -44.8% | -1.0% |
| 3M | -0.8% | +3.1% | -3.9% | +0.6% |
| 6M | +7.1% | -19.0% | +26.1% | +6.6% |
| YTD | +16.9% | -35.5% | +52.4% | +12.8% |
| 1Y | +18.2% | -30.2% | +48.4% | +15.4% |
| All | +18.2% | -27.4% | +45.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling