+23.0%
EWZ vs NVT
+477.1%
-454.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +1.3% | -13.0% | +14.3% | +5.2% |
| 30D | -26.2% | -32.7% | +6.5% | -16.9% |
| 3M | -8.6% | -30.6% | +22.0% | +0.6% |
| 6M | -17.0% | -33.6% | +16.6% | -8.3% |
| YTD | +2.2% | +11.0% | -8.8% | -8.4% |
| 1Y | +2.7% | +0.8% | +1.9% | -4.8% |
| 3Y | +18.2% | +125.7% | -107.5% | -27.9% |
| 5Y | +56.0% | +231.1% | -175.1% | -25.1% |
| All | +23.0% | +477.1% | -454.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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