+80.3%
EWZ vs NVTS
-14.2%
+94.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.9% |
| 7D | +5.6% | +9.7% | -4.1% | +5.2% |
| 30D | +9.3% | -13.6% | +22.9% | +9.7% |
| 3M | +15.7% | -51.0% | +66.7% | +18.0% |
| 6M | +7.4% | +46.3% | -38.9% | +4.4% |
| YTD | +22.7% | +68.1% | -45.4% | +18.4% |
| 1Y | +36.4% | +113.9% | -77.5% | +29.7% |
| 3Y | +50.4% | +45.3% | +5.1% | +43.2% |
| All | +80.3% | -14.2% | +94.5% | +61.5% |
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