+91.5%
EEM vs NVD
-99.2%
+190.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.3% |
| 7D | +2.0% | +0.5% | +1.5% | +2.1% |
| 30D | +5.1% | -9.3% | +14.4% | +4.4% |
| 3M | +4.6% | -22.1% | +26.7% | +3.1% |
| 6M | +17.8% | -45.8% | +63.6% | +13.5% |
| YTD | +25.8% | -46.7% | +72.5% | +21.6% |
| 1Y | +36.4% | -59.5% | +95.9% | +30.0% |
| 3Y | +90.0% | -99.2% | +189.2% | +42.0% |
| All | +91.5% | -99.2% | +190.6% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling