-12.9%
NVTS vs EWJ
+57.5%
-70.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -2.7% |
| 7D | +0.5% | -1.5% | +1.9% | +3.7% |
| 30D | -18.0% | +0.2% | -18.2% | -18.1% |
| 3M | -45.6% | +8.6% | -54.2% | -52.3% |
| 6M | +28.5% | +12.1% | +16.3% | +8.5% |
| YTD | +56.2% | +20.1% | +36.1% | +16.8% |
| 1Y | +97.7% | +25.2% | +72.5% | +38.1% |
| 3Y | +35.0% | +70.8% | -35.8% | -49.3% |
| All | -12.9% | +57.5% | -70.4% | -63.0% |
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