+164.3%
EWY vs NVDL
+42.2%
+122.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.0% |
| 7D | +4.8% | +11.7% | -6.9% | +0.7% |
| 30D | +11.7% | +7.8% | +3.8% | +8.0% |
| 3M | -7.4% | +3.3% | -10.7% | -9.8% |
| 6M | +40.6% | +38.9% | +1.7% | +24.6% |
| YTD | +94.3% | +28.5% | +65.8% | +73.5% |
| 1Y | +164.3% | +40.6% | +123.7% | +135.2% |
| All | +164.3% | +42.2% | +122.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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