+46.0%
EWZ vs NVD
-99.2%
+145.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.8% |
| 7D | +6.5% | -11.1% | +17.6% | +5.7% |
| 30D | +4.8% | -13.3% | +18.1% | +4.1% |
| 3M | +9.9% | -19.8% | +29.7% | +9.0% |
| 6M | +1.9% | -48.8% | +50.7% | -1.1% |
| YTD | +20.3% | -49.7% | +70.0% | +16.9% |
| 1Y | +35.6% | -61.4% | +97.0% | +30.6% |
| 3Y | +43.4% | -99.1% | +142.6% | +17.6% |
| All | +46.0% | -99.2% | +145.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling