-59.8%
NOK vs EWZ
+439.1%
-498.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +9.3% | -0.1% | +9.4% | +9.4% |
| 30D | +17.9% | +8.2% | +9.7% | +13.7% |
| 3M | -22.3% | +13.3% | -35.6% | -26.4% |
| 6M | +36.4% | +3.6% | +32.8% | +33.7% |
| YTD | +66.3% | +21.0% | +45.3% | +52.2% |
| 1Y | +134.4% | +34.7% | +99.8% | +104.3% |
| 3Y | +186.6% | +48.3% | +138.3% | +136.5% |
| 5Y | +102.7% | +60.1% | +42.6% | +55.5% |
| 10Y | +129.8% | +92.6% | +37.3% | +39.4% |
| All | -59.8% | +439.1% | -498.9% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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