+48.4%
EWZ vs NVTS
-31.6%
+80.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.0% | -1.9% |
| 7D | +0.1% | +21.6% | -21.6% | -0.7% |
| 30D | -25.9% | -8.5% | -17.4% | -25.8% |
| 3M | -6.1% | -31.4% | +25.2% | -5.2% |
| 6M | -16.1% | -50.3% | +34.2% | -14.9% |
| YTD | +1.0% | +33.9% | -32.9% | -2.1% |
| 1Y | 0.0% | +10.6% | -10.7% | -2.6% |
| 3Y | +16.8% | +52.7% | -35.9% | +9.8% |
| 5Y | +52.1% | -48.5% | +100.6% | +45.3% |
| All | +48.4% | -31.6% | +80.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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