+30.2%
EWJ vs NVT
+73.8%
-43.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +2.5% | +5.1% | -2.6% | +1.2% |
| 30D | +3.3% | -3.7% | +7.0% | +4.1% |
| 3M | +5.0% | -10.1% | +15.1% | +7.1% |
| 6M | +11.5% | +37.5% | -25.9% | +2.8% |
| YTD | +22.4% | +53.7% | -31.3% | +10.7% |
| 1Y | +30.2% | +70.9% | -40.7% | +15.0% |
| All | +30.2% | +73.8% | -43.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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