+62.4%
EWY vs NVD
-27.4%
+89.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | +0.7% |
| 7D | -8.3% | +15.0% | -23.3% | -2.6% |
| 30D | -20.5% | +39.3% | -59.8% | -8.3% |
| 3M | -11.1% | +3.1% | -14.2% | -6.4% |
| 6M | -7.0% | -19.0% | +12.0% | -3.6% |
| YTD | +56.5% | -35.5% | +92.0% | +54.7% |
| 1Y | +62.4% | -30.2% | +92.6% | +65.9% |
| All | +62.4% | -27.4% | +89.8% | +65.9% |
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