+201.8%
EWY vs NVT
+712.1%
-510.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +1.5% |
| 7D | +6.7% | +7.0% | -0.3% | +3.7% |
| 30D | +17.0% | -2.3% | +19.3% | +18.0% |
| 3M | +3.7% | -3.1% | +6.7% | +5.8% |
| 6M | +42.5% | +47.0% | -4.5% | +25.9% |
| YTD | +96.2% | +56.2% | +40.0% | +70.1% |
| 1Y | +160.4% | +74.5% | +85.8% | +116.3% |
| 3Y | +231.7% | +184.0% | +47.7% | +120.6% |
| 5Y | +153.3% | +410.8% | -257.5% | +32.1% |
| All | +201.8% | +712.1% | -510.3% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling