+52.3%
EWZ vs NVTS
-31.5%
+83.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | +1.6% |
| 7D | +1.4% | +20.8% | -19.4% | +0.6% |
| 30D | -25.1% | -11.1% | -14.0% | -24.9% |
| 3M | -7.7% | -31.0% | +23.3% | -6.8% |
| 6M | -15.8% | -47.4% | +31.5% | -15.0% |
| YTD | +3.6% | +34.2% | -30.6% | +0.5% |
| 1Y | +5.5% | +22.2% | -16.7% | +2.5% |
| 3Y | +22.1% | +68.4% | -46.3% | +13.9% |
| 5Y | +58.3% | -39.0% | +97.4% | +47.3% |
| All | +52.3% | -31.5% | +83.8% | +37.1% |
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