+83.2%
EMR vs NVD
-98.5%
+181.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.5% |
| 7D | +2.8% | +28.6% | -25.8% | +6.1% |
| 30D | +3.7% | +73.6% | -70.0% | +11.3% |
| 3M | +2.0% | +70.1% | -68.0% | +9.9% |
| 6M | +22.1% | +53.6% | -31.5% | +31.5% |
| YTD | +27.2% | -7.0% | +34.2% | +30.7% |
| 1Y | +32.0% | -9.0% | +41.0% | +35.7% |
| 3Y | +103.3% | -98.3% | +201.6% | +61.0% |
| All | +83.2% | -98.5% | +181.8% | +42.0% |
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