+49.3%
EWZ vs NVTS
-38.4%
+87.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.5% | -8.8% | +0.4% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -24.5% | -23.8% | -0.7% | -23.9% |
| 3M | -10.7% | -30.6% | +19.9% | -9.9% |
| 6M | -19.1% | -48.4% | +29.3% | -18.2% |
| YTD | +1.6% | +20.6% | -19.0% | -1.1% |
| 1Y | +4.3% | -2.5% | +6.8% | +2.0% |
| 3Y | +19.0% | +44.0% | -25.0% | +11.8% |
| 5Y | +57.7% | -42.6% | +100.3% | +46.3% |
| All | +49.3% | -38.4% | +87.8% | +35.0% |
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