+77.1%
EEM vs NVT
+712.1%
-635.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.0% | +7.0% | -5.0% | -0.1% |
| 30D | +5.1% | -2.3% | +7.4% | +5.6% |
| 3M | +4.6% | -3.1% | +7.7% | +5.0% |
| 6M | +17.8% | +47.0% | -29.3% | +4.4% |
| YTD | +25.8% | +56.2% | -30.4% | +9.4% |
| 1Y | +36.4% | +74.5% | -38.1% | +14.2% |
| 3Y | +90.0% | +184.0% | -94.0% | +31.0% |
| 5Y | +46.6% | +410.8% | -364.2% | -18.9% |
| All | +77.1% | +712.1% | -635.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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