+164.3%
EMR vs NVT
+694.8%
-530.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.2% |
| 7D | -1.2% | +2.0% | -3.3% | -2.4% |
| 30D | -9.4% | -7.2% | -2.3% | -6.3% |
| 3M | +8.6% | -0.9% | +9.5% | +7.2% |
| 6M | +6.7% | +42.6% | -35.9% | -14.8% |
| YTD | +13.1% | +52.9% | -39.8% | -13.6% |
| 1Y | +12.7% | +64.5% | -51.7% | -18.2% |
| 3Y | +58.1% | +178.0% | -119.9% | -21.2% |
| 5Y | +63.6% | +402.8% | -339.1% | -45.8% |
| All | +164.3% | +694.8% | -530.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling