+19.0%
EWZ vs NVT
+118.7%
-99.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | -0.5% |
| 7D | -1.5% | -15.7% | +14.2% | +0.6% |
| 30D | -24.5% | -36.6% | +12.1% | -19.5% |
| 3M | -10.7% | -34.8% | +24.2% | -5.5% |
| 6M | -19.1% | -38.2% | +19.1% | -14.1% |
| YTD | +1.6% | +4.8% | -3.2% | -2.6% |
| 1Y | +4.3% | -2.8% | +7.1% | +1.0% |
| 3Y | +19.0% | +119.5% | -100.6% | -4.1% |
| All | +19.0% | +118.7% | -99.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling