+141.9%
EWJ vs NVS
+179.5%
-37.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.3% | -14.3% | +14.6% | +5.0% |
| 30D | +0.8% | -10.0% | +10.7% | +3.6% |
| 3M | +7.5% | -10.9% | +18.4% | +10.5% |
| 6M | +15.6% | -12.0% | +27.6% | +19.2% |
| YTD | +22.7% | +2.5% | +20.2% | +19.8% |
| 1Y | +26.4% | +10.7% | +15.7% | +19.7% |
| 3Y | +72.5% | +53.3% | +19.2% | +42.9% |
| 5Y | +52.4% | +93.6% | -41.2% | +13.3% |
| All | +141.9% | +179.5% | -37.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling