+649.9%
NVDL vs EWJ
+73.0%
+576.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -4.7% |
| 7D | -10.3% | +0.3% | -10.6% | -10.9% |
| 30D | -7.1% | +0.8% | -7.9% | -8.4% |
| 3M | +6.6% | +7.5% | -0.9% | -7.5% |
| 6M | +21.1% | +15.6% | +5.5% | -9.3% |
| YTD | +15.2% | +22.7% | -7.5% | -26.1% |
| 1Y | +18.8% | +26.4% | -7.6% | -28.7% |
| 3Y | +649.9% | +72.5% | +577.4% | +152.2% |
| All | +649.9% | +73.0% | +576.9% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling