+842.3%
EEM vs NVO
+3,827.7%
-2,985.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -1.3% | -7.6% | +6.3% | +1.3% |
| 30D | +2.1% | -6.0% | +8.0% | +4.0% |
| 3M | +1.0% | -0.8% | +1.8% | +0.2% |
| 6M | +15.9% | +16.5% | -0.5% | +8.5% |
| YTD | +24.6% | -11.1% | +35.8% | +25.1% |
| 1Y | +32.3% | -16.7% | +49.0% | +34.6% |
| 3Y | +85.9% | -52.9% | +138.8% | +115.3% |
| 5Y | +45.4% | -3.0% | +48.3% | +17.1% |
| 10Y | +130.1% | +147.1% | -17.0% | +13.5% |
| All | +842.3% | +3,827.7% | -2,985.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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