+89.7%
EEM vs NVD
-99.1%
+188.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.3% | +10.8% | -12.1% | -0.2% |
| 30D | +2.1% | +0.8% | +1.3% | +2.5% |
| 3M | +1.0% | -20.8% | +21.9% | -0.3% |
| 6M | +15.9% | -41.2% | +57.1% | +12.6% |
| YTD | +24.6% | -44.2% | +68.8% | +21.1% |
| 1Y | +32.3% | -54.2% | +86.4% | +27.4% |
| 3Y | +85.9% | -99.1% | +185.0% | +39.4% |
| All | +89.7% | -99.1% | +188.8% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling