+23.3%
EWZ vs NVT
+488.5%
-465.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.8% | +8.0% | -7.2% | -1.9% |
| 30D | -24.4% | -24.8% | +0.4% | -18.2% |
| 3M | -4.6% | -32.4% | +27.8% | +6.3% |
| 6M | -11.6% | -33.5% | +21.9% | -2.3% |
| YTD | +2.4% | +13.2% | -10.8% | -8.8% |
| 1Y | +2.1% | +9.0% | -6.9% | -8.0% |
| 3Y | +18.7% | +129.4% | -110.7% | -28.0% |
| 5Y | +54.2% | +230.1% | -175.9% | -25.6% |
| All | +23.3% | +488.5% | -465.2% | -59.7% |
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