+72.5%
EWJ vs NVD
-99.1%
+171.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.3% | +10.8% | -10.5% | +1.3% |
| 30D | +0.8% | +0.8% | 0.0% | +1.2% |
| 3M | +7.5% | -20.8% | +28.3% | +6.2% |
| 6M | +15.6% | -41.2% | +56.7% | +12.1% |
| YTD | +22.7% | -44.2% | +66.9% | +19.0% |
| 1Y | +26.4% | -54.2% | +80.6% | +21.5% |
| 3Y | +72.5% | -99.1% | +171.7% | +29.8% |
| All | +72.5% | -99.1% | +171.6% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling