-52.9%
NVO vs EWZ
+46.3%
-99.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.9% |
| 7D | -7.6% | +0.9% | -8.4% | -7.8% |
| 30D | -6.0% | +12.8% | -18.8% | -8.9% |
| 3M | -0.8% | +10.8% | -11.5% | -3.6% |
| 6M | +16.5% | +2.5% | +13.9% | +15.2% |
| YTD | -11.1% | +21.4% | -32.5% | -15.5% |
| 1Y | -16.7% | +32.8% | -49.5% | -22.3% |
| 3Y | -52.9% | +45.2% | -98.1% | -57.5% |
| All | -52.9% | +46.3% | -99.2% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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