+303.5%
EWY vs NVS
+179.5%
+124.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -14.3% | +14.2% | +5.6% |
| 30D | +7.3% | -10.0% | +17.3% | +10.7% |
| 3M | -5.1% | -10.9% | +5.8% | -2.4% |
| 6M | +42.1% | -12.0% | +54.0% | +46.9% |
| YTD | +94.1% | +2.5% | +91.6% | +87.1% |
| 1Y | +147.8% | +10.7% | +137.2% | +129.8% |
| 3Y | +222.9% | +53.3% | +169.6% | +150.1% |
| 5Y | +150.6% | +93.6% | +57.0% | +66.5% |
| All | +303.5% | +179.5% | +124.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling