+161.5%
EWY vs NVTS
-14.2%
+175.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +8.0% | +9.7% | -1.7% | +7.2% |
| 30D | +14.3% | -13.6% | +27.9% | +15.8% |
| 3M | +2.3% | -51.0% | +53.3% | +8.0% |
| 6M | +49.9% | +46.3% | +3.5% | +45.3% |
| YTD | +95.3% | +68.1% | +27.3% | +86.8% |
| 1Y | +161.7% | +113.9% | +47.8% | +144.9% |
| 3Y | +230.2% | +45.3% | +184.9% | +208.2% |
| All | +161.5% | -14.2% | +175.6% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling