+48.9%
EWZ vs NVD
-99.2%
+148.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | +2.2% |
| 7D | +5.6% | -7.7% | +13.2% | +5.1% |
| 30D | +9.3% | -5.8% | +15.0% | +9.1% |
| 3M | +15.7% | -23.2% | +38.9% | +14.4% |
| 6M | +7.4% | -49.7% | +57.2% | +4.1% |
| YTD | +22.7% | -47.7% | +70.4% | +19.5% |
| 1Y | +36.4% | -61.3% | +97.7% | +31.4% |
| 3Y | +50.4% | -99.2% | +149.6% | +21.5% |
| All | +48.9% | -99.2% | +148.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling