+32.3%
EEM vs NVTS
+105.1%
-72.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.8% |
| 7D | -1.3% | -1.4% | +0.2% | -1.1% |
| 30D | +2.1% | -16.5% | +18.6% | +3.7% |
| 3M | +1.0% | -47.6% | +48.7% | +6.0% |
| 6M | +15.9% | +7.3% | +8.6% | +13.0% |
| YTD | +24.6% | +62.9% | -38.2% | +17.3% |
| 1Y | +32.3% | +91.3% | -59.0% | +23.0% |
| All | +32.3% | +105.1% | -72.8% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling