+151.6%
EWY vs NVTS
-20.2%
+171.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.9% |
| 7D | +1.2% | +0.5% | +0.8% | +1.2% |
| 30D | +9.3% | -18.0% | +27.3% | +11.2% |
| 3M | +2.4% | -45.6% | +48.0% | +7.4% |
| 6M | +40.3% | +28.5% | +11.8% | +37.3% |
| YTD | +88.0% | +56.2% | +31.8% | +81.0% |
| 1Y | +143.8% | +97.7% | +46.1% | +129.7% |
| 3Y | +217.8% | +35.0% | +182.8% | +198.6% |
| All | +151.6% | -20.2% | +171.9% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling