+66.5%
EWZ vs NVS
+260.1%
-193.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | -1.3% | +2.0% | +1.4% |
| 30D | -24.4% | +9.3% | -33.6% | -28.1% |
| 3M | -4.6% | +5.8% | -10.4% | -9.1% |
| 6M | -11.6% | +7.2% | -18.7% | -16.8% |
| YTD | +2.4% | +20.0% | -17.6% | -10.1% |
| 1Y | +2.1% | +25.4% | -23.3% | -12.7% |
| 3Y | +18.7% | +89.2% | -70.5% | -24.3% |
| 5Y | +54.2% | +134.6% | -80.4% | -19.2% |
| All | +66.5% | +260.1% | -193.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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