+91.2%
EWJ vs NVT
+712.1%
-620.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | +1.0% | +7.0% | -6.0% | -0.8% |
| 30D | +1.0% | -2.3% | +3.3% | +1.4% |
| 3M | +7.2% | -3.1% | +10.3% | +7.4% |
| 6M | +13.9% | +47.0% | -33.2% | +1.8% |
| YTD | +20.8% | +56.2% | -35.4% | +6.0% |
| 1Y | +26.4% | +74.5% | -48.2% | +7.1% |
| 3Y | +71.8% | +184.0% | -112.3% | +22.9% |
| 5Y | +49.9% | +410.8% | -360.9% | -10.4% |
| All | +91.2% | +712.1% | -620.9% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling