+65.0%
EMR vs NVD
-99.2%
+164.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.0% |
| 7D | +0.9% | +0.5% | +0.4% | +1.0% |
| 30D | -5.0% | -9.3% | +4.3% | -5.7% |
| 3M | +5.9% | -22.1% | +28.0% | +4.0% |
| 6M | +7.3% | -45.8% | +53.1% | +2.1% |
| YTD | +14.6% | -46.7% | +61.3% | +9.3% |
| 1Y | +15.6% | -59.5% | +75.1% | +8.1% |
| 3Y | +60.2% | -99.2% | +159.3% | +15.3% |
| All | +65.0% | -99.2% | +164.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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