+159.8%
EWY vs NVTS
-16.8%
+176.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.9% |
| 7D | -0.1% | -1.4% | +1.4% | +0.1% |
| 30D | +7.3% | -16.5% | +23.8% | +9.0% |
| 3M | -5.1% | -47.6% | +42.5% | -0.3% |
| 6M | +42.1% | +7.3% | +34.8% | +40.7% |
| YTD | +94.1% | +62.9% | +31.2% | +86.2% |
| 1Y | +147.8% | +91.3% | +56.5% | +133.6% |
| 3Y | +222.9% | +43.4% | +179.5% | +201.6% |
| All | +159.8% | -16.8% | +176.6% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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