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  • NVDA vs EWY✓SelectedUSD · EWYNVDA vs EWY performance historyLatest closeAs of-2.01%09/08
Stock and ETF performance explorer

NVDA vs EWY

vs
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Portfolio return
+148,267.2%
EWY return
+1,248.5%
Excess return
+147,018.7%
Maximum drawdown
-89.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioEWYExcessAlpha
1D-2.0%+0.6%-2.6%-2.4%
7D+3.8%+8.0%-4.2%-1.8%
30D+0.8%+14.3%-13.6%-8.9%
3M+8.2%+2.3%+5.9%+1.5%
6M+27.1%+49.9%-22.8%-14.9%
YTD+21.2%+95.3%-74.2%-35.0%
1Y+34.3%+161.7%-127.4%-42.4%
3Y+396.3%+230.2%+166.1%+79.8%
5Y+913.8%+148.1%+765.7%+369.3%
10Y+14,572.5%+293.2%+14,279.3%+4,829.6%
All+148,267.2%+1,248.5%+147,018.7%+14,772.7%

Cumulative growth

Daily Returns

Daily percentage return beside EWY.

Daily Out/Under-Performance

Portfolio return minus EWY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EWY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EWY 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling