-9.1%
NVTS vs EWJ
+60.9%
-70.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | -0.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.9% |
| 30D | -16.5% | +0.8% | -17.3% | -17.6% |
| 3M | -47.6% | +7.5% | -55.1% | -53.3% |
| 6M | +7.3% | +15.6% | -8.3% | -14.5% |
| YTD | +62.9% | +22.7% | +40.2% | +16.5% |
| 1Y | +91.3% | +26.4% | +64.9% | +30.6% |
| 3Y | +43.4% | +72.5% | -29.1% | -47.0% |
| All | -9.1% | +60.9% | -70.1% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling