+11,249.9%
NVO vs EWJ
+157.4%
+11,092.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.9% |
| 7D | -7.6% | +0.3% | -7.9% | -7.7% |
| 30D | -6.0% | +0.8% | -6.8% | -6.3% |
| 3M | -0.8% | +7.5% | -8.3% | -3.7% |
| 6M | +16.5% | +15.6% | +0.9% | +9.8% |
| YTD | -11.1% | +22.7% | -33.9% | -18.0% |
| 1Y | -16.7% | +26.4% | -43.1% | -24.0% |
| 3Y | -52.9% | +72.5% | -125.4% | -61.6% |
| 5Y | -3.0% | +52.4% | -55.4% | -17.8% |
| 10Y | +147.1% | +143.8% | +3.2% | +77.0% |
| All | +11,249.9% | +157.4% | +11,092.6% | +7,050.4% |
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