+15.0%
EEM vs NVDL
-23.5%
+38.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +6.9% | +2.0% |
| 7D | -3.0% | -14.0% | +11.0% | -0.2% |
| 30D | -10.3% | -31.2% | +20.8% | -3.8% |
| 3M | -6.6% | -15.5% | +8.9% | -4.4% |
| 6M | -3.4% | -10.3% | +6.9% | -2.8% |
| YTD | +13.2% | -5.8% | +19.0% | +10.5% |
| 1Y | +15.0% | -20.1% | +35.1% | +13.6% |
| All | +15.0% | -23.5% | +38.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling