+2,494.8%
NVDL vs EWJ
+87.1%
+2,407.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.5% |
| 7D | -8.7% | -1.5% | -7.2% | -5.8% |
| 30D | -1.3% | +0.2% | -1.5% | -1.1% |
| 3M | +11.4% | +8.6% | +2.8% | -5.1% |
| 6M | +22.9% | +12.1% | +10.7% | -1.6% |
| YTD | +15.4% | +20.1% | -4.7% | -21.7% |
| 1Y | +18.8% | +25.2% | -6.4% | -26.4% |
| 3Y | +641.4% | +70.8% | +570.6% | +163.2% |
| All | +2,494.8% | +87.1% | +2,407.7% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling