+43.6%
EEM vs NVTS
-20.2%
+63.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.9% |
| 7D | -0.7% | +0.5% | -1.1% | -0.7% |
| 30D | +2.4% | -18.0% | +20.4% | +3.5% |
| 3M | +4.2% | -45.6% | +49.8% | +7.2% |
| 6M | +14.8% | +28.5% | -13.7% | +11.7% |
| YTD | +23.1% | +56.2% | -33.1% | +18.1% |
| 1Y | +32.5% | +97.7% | -65.2% | +24.7% |
| 3Y | +85.9% | +35.0% | +50.9% | +73.9% |
| All | +43.6% | -20.2% | +63.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling