+45.4%
EEM vs NVTS
-16.8%
+62.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +1.0% |
| 7D | -1.3% | -1.4% | +0.2% | -1.2% |
| 30D | +2.1% | -16.5% | +18.6% | +3.0% |
| 3M | +1.0% | -47.6% | +48.7% | +4.1% |
| 6M | +15.9% | +7.3% | +8.6% | +13.9% |
| YTD | +24.6% | +62.9% | -38.2% | +19.3% |
| 1Y | +32.3% | +91.3% | -59.0% | +24.6% |
| 3Y | +85.9% | +43.4% | +42.5% | +73.2% |
| All | +45.4% | -16.8% | +62.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling