+237.2%
EWY vs NVD
-99.2%
+336.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.8% |
| 7D | +6.7% | +0.5% | +6.1% | +6.8% |
| 30D | +17.0% | -9.3% | +26.2% | +15.9% |
| 3M | +3.7% | -22.1% | +25.7% | +1.8% |
| 6M | +42.5% | -45.8% | +88.3% | +36.0% |
| YTD | +96.2% | -46.7% | +142.9% | +88.3% |
| 1Y | +160.4% | -59.5% | +219.8% | +145.4% |
| 3Y | +231.7% | -99.2% | +330.8% | +116.7% |
| All | +237.2% | -99.2% | +336.4% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling