+222.9%
EWY vs NVD
-99.1%
+322.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.3% |
| 7D | -0.1% | +10.8% | -10.9% | +1.7% |
| 30D | +7.3% | +0.8% | +6.5% | +8.2% |
| 3M | -5.1% | -20.8% | +15.7% | -6.6% |
| 6M | +42.1% | -41.2% | +83.2% | +37.3% |
| YTD | +94.1% | -44.2% | +138.3% | +87.7% |
| 1Y | +147.8% | -54.2% | +202.0% | +137.4% |
| 3Y | +222.9% | -99.1% | +322.1% | +109.7% |
| All | +222.9% | -99.1% | +322.0% | +109.7% |
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