+19.0%
EWZ vs NVTS
+36.9%
-17.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.5% | -8.8% | +0.5% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -24.5% | -23.8% | -0.7% | -24.1% |
| 3M | -10.7% | -30.6% | +19.9% | -10.1% |
| 6M | -19.1% | -48.4% | +29.3% | -18.5% |
| YTD | +1.6% | +20.6% | -19.0% | 0.0% |
| 1Y | +4.3% | -2.5% | +6.8% | +2.9% |
| 3Y | +19.0% | +44.0% | -25.0% | +19.9% |
| All | +19.0% | +36.9% | -17.9% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling