+87.9%
EEM vs NVDL
+2,480.8%
-2,392.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.7% |
| 7D | -0.7% | -8.7% | +8.0% | +0.2% |
| 30D | +2.4% | -1.3% | +3.7% | +2.3% |
| 3M | +4.2% | +11.4% | -7.2% | +2.6% |
| 6M | +14.8% | +22.9% | -8.1% | +11.7% |
| YTD | +23.1% | +15.4% | +7.7% | +20.0% |
| 1Y | +32.5% | +18.8% | +13.8% | +28.3% |
| 3Y | +85.9% | +641.4% | -555.5% | +46.9% |
| All | +87.9% | +2,480.8% | -2,392.8% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling