+198.6%
EWY vs NVT
+731.8%
-533.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +1.3% |
| 7D | -0.1% | +4.1% | -4.1% | -1.8% |
| 30D | +7.3% | -5.1% | +12.4% | +9.5% |
| 3M | -5.1% | -1.2% | -4.0% | -4.1% |
| 6M | +42.1% | +46.6% | -4.5% | +25.5% |
| YTD | +94.1% | +60.0% | +34.1% | +66.6% |
| 1Y | +147.8% | +70.8% | +77.0% | +107.1% |
| 3Y | +222.9% | +187.5% | +35.4% | +113.6% |
| 5Y | +150.6% | +426.1% | -275.5% | +29.2% |
| All | +198.6% | +731.8% | -533.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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