+24.0%
EWZ vs NVD
-98.6%
+122.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -0.7% |
| 7D | +1.3% | +43.9% | -42.6% | +3.8% |
| 30D | -26.2% | +74.0% | -100.2% | -23.4% |
| 3M | -8.6% | +48.3% | -57.0% | -5.9% |
| 6M | -17.0% | +30.3% | -47.4% | -14.7% |
| YTD | +2.2% | -12.9% | +15.0% | +3.1% |
| 1Y | +2.7% | -4.0% | +6.6% | +4.3% |
| 3Y | +18.2% | -98.5% | +116.7% | +0.2% |
| All | +24.0% | -98.6% | +122.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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