+32.2%
EEM vs NVTS
-54.3%
+86.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | 0.0% |
| 7D | +2.7% | +3.9% | -1.3% | +2.4% |
| 30D | -5.4% | -4.3% | -1.1% | -5.3% |
| 3M | -8.6% | -34.5% | +25.8% | -6.7% |
| 6M | -8.9% | -57.7% | +48.8% | -5.5% |
| YTD | +11.9% | +25.4% | -13.4% | +8.5% |
| 1Y | +13.1% | +13.1% | -0.1% | +10.0% |
| 3Y | +70.7% | +48.9% | +21.7% | +56.4% |
| All | +32.2% | -54.3% | +86.5% | +20.7% |
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