+76.8%
EWZ vs NVTS
-15.6%
+92.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -0.9% |
| 7D | +6.5% | +2.7% | +3.8% | +6.4% |
| 30D | +4.8% | -4.5% | +9.3% | +4.9% |
| 3M | +9.9% | -61.5% | +71.4% | +13.0% |
| 6M | +1.9% | +28.0% | -26.0% | -0.5% |
| YTD | +20.3% | +65.3% | -45.0% | +16.1% |
| 1Y | +35.6% | +113.0% | -77.4% | +29.0% |
| 3Y | +43.4% | +34.7% | +8.7% | +37.3% |
| All | +76.8% | -15.6% | +92.4% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling