+67.6%
EWZ vs NVT
+425.5%
-357.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.1% |
| 7D | +5.6% | +10.4% | -4.8% | +3.4% |
| 30D | +9.3% | -1.3% | +10.5% | +9.3% |
| 3M | +15.7% | -0.6% | +16.3% | +14.9% |
| 6M | +7.4% | +53.8% | -46.3% | -3.9% |
| YTD | +22.7% | +60.2% | -37.5% | +8.7% |
| 1Y | +36.4% | +76.8% | -40.4% | +17.8% |
| 3Y | +50.4% | +191.2% | -140.8% | +10.0% |
| 5Y | +67.6% | +430.9% | -363.3% | -2.2% |
| All | +67.6% | +425.5% | -357.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling