+14,546.7%
NVDA vs EWJ
+144.4%
+14,402.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -3.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.6% |
| 30D | -2.5% | +0.8% | -3.3% | -3.6% |
| 3M | +6.7% | +7.5% | -0.8% | -4.0% |
| 6M | +17.6% | +15.6% | +2.0% | -5.2% |
| YTD | +17.3% | +22.7% | -5.4% | -14.3% |
| 1Y | +23.5% | +26.4% | -2.9% | -14.0% |
| 3Y | +384.6% | +72.5% | +312.1% | +108.3% |
| 5Y | +875.4% | +52.4% | +823.0% | +421.8% |
| All | +14,546.7% | +144.4% | +14,402.3% | +4,543.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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