+222.9%
EWY vs NVDL
+625.2%
-402.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -10.3% | +10.2% | +1.7% |
| 30D | +7.3% | -7.1% | +14.4% | +8.3% |
| 3M | -5.1% | +6.6% | -11.7% | -6.4% |
| 6M | +42.1% | +21.1% | +21.0% | +37.7% |
| YTD | +94.1% | +15.2% | +78.9% | +88.3% |
| 1Y | +147.8% | +18.8% | +129.0% | +138.4% |
| 3Y | +222.9% | +649.9% | -427.0% | +110.8% |
| All | +222.9% | +625.2% | -402.3% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling