+9.6%
EMR vs NVT
+64.0%
-54.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | -1.2% | +2.0% | -3.3% | -2.0% |
| 30D | -9.4% | -7.2% | -2.3% | -7.3% |
| 3M | +8.6% | -0.9% | +9.5% | +7.9% |
| 6M | +6.7% | +42.6% | -35.9% | -8.3% |
| YTD | +13.1% | +52.9% | -39.8% | -5.1% |
| All | +9.6% | +64.0% | -54.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling