+44.8%
EWZ vs NVT
+699.2%
-654.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.6% |
| 7D | +6.5% | +5.1% | +1.4% | +4.5% |
| 30D | +4.8% | -3.7% | +8.6% | +5.8% |
| 3M | +9.9% | -10.1% | +20.0% | +12.5% |
| 6M | +1.9% | +37.5% | -35.5% | -12.2% |
| YTD | +20.3% | +53.7% | -33.4% | -1.1% |
| 1Y | +35.6% | +70.9% | -35.2% | +6.0% |
| 3Y | +43.4% | +180.4% | -137.0% | -15.9% |
| 5Y | +55.9% | +393.5% | -337.5% | -34.3% |
| All | +44.8% | +699.2% | -654.4% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling