-52.9%
NVO vs EWJ
+73.0%
-125.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -3.3% |
| 7D | -7.6% | +0.3% | -7.9% | -7.7% |
| 30D | -6.0% | +0.8% | -6.8% | -6.5% |
| 3M | -0.8% | +7.5% | -8.3% | -5.5% |
| 6M | +16.5% | +15.6% | +0.9% | +5.5% |
| YTD | -11.1% | +22.7% | -33.9% | -22.7% |
| 1Y | -16.7% | +26.4% | -43.1% | -28.8% |
| 3Y | -52.9% | +72.5% | -125.4% | -65.5% |
| All | -52.9% | +73.0% | -125.9% | -65.5% |
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