+3,792.1%
NVO vs EWZ
+446.0%
+3,346.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -7.4% | +1.1% | -8.5% | -7.6% |
| 30D | -5.5% | +13.5% | -19.0% | -8.1% |
| 3M | +4.1% | +15.2% | -11.1% | +0.8% |
| 6M | +19.3% | +3.7% | +15.6% | +18.1% |
| YTD | -9.2% | +22.5% | -31.7% | -13.4% |
| 1Y | -15.0% | +35.3% | -50.3% | -20.8% |
| 3Y | -50.9% | +50.2% | -101.1% | -55.7% |
| 5Y | -0.9% | +64.6% | -65.4% | -14.2% |
| 10Y | +152.4% | +95.0% | +57.4% | +93.3% |
| All | +3,792.1% | +446.0% | +3,346.1% | +2,228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling