+49.5%
EWZ vs NVT
+189.8%
-140.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | +6.5% | +5.1% | +1.4% | +5.5% |
| 30D | +4.8% | -3.7% | +8.6% | +5.3% |
| 3M | +9.9% | -10.1% | +20.0% | +11.3% |
| 6M | +1.9% | +37.5% | -35.5% | -5.4% |
| YTD | +20.3% | +53.7% | -33.4% | +9.4% |
| 1Y | +35.6% | +70.9% | -35.2% | +20.8% |
| All | +49.5% | +189.8% | -140.3% | +17.7% |
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 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