+851.2%
EEM vs NVMI
+16,225.3%
-15,374.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +2.0% | +6.9% | -5.0% | +1.1% |
| 30D | +5.1% | -2.8% | +7.9% | +5.4% |
| 3M | +4.6% | -27.3% | +31.9% | +8.6% |
| 6M | +17.8% | -13.7% | +31.4% | +19.4% |
| YTD | +25.8% | +13.8% | +12.0% | +23.1% |
| 1Y | +36.4% | +34.9% | +1.5% | +30.3% |
| 3Y | +90.0% | +213.5% | -123.5% | +59.9% |
| 5Y | +46.6% | +272.5% | -225.9% | +19.4% |
| 10Y | +132.3% | +3,142.4% | -3,010.2% | +50.6% |
| All | +851.2% | +16,225.3% | -15,374.1% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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