+47.2%
EEM vs NVTS
-15.6%
+62.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.5% |
| 7D | +2.3% | +2.7% | -0.4% | +2.2% |
| 30D | +4.5% | -4.5% | +9.0% | +4.7% |
| 3M | -0.1% | -61.5% | +61.5% | +4.6% |
| 6M | +16.9% | +28.0% | -11.0% | +13.8% |
| YTD | +26.2% | +65.3% | -39.0% | +20.8% |
| 1Y | +40.5% | +113.0% | -72.5% | +31.7% |
| 3Y | +86.2% | +34.7% | +51.5% | +74.7% |
| All | +47.2% | -15.6% | +62.8% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling