+65.8%
EMR vs NVT
+410.8%
-344.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.1% |
| 7D | +0.9% | +7.0% | -6.1% | -2.1% |
| 30D | -5.0% | -2.3% | -2.6% | -4.3% |
| 3M | +5.9% | -3.1% | +9.0% | +6.1% |
| 6M | +7.3% | +47.0% | -39.7% | -11.8% |
| YTD | +14.6% | +56.2% | -41.6% | -8.7% |
| 1Y | +15.6% | +74.5% | -58.9% | -13.2% |
| 3Y | +60.2% | +184.0% | -123.8% | -11.0% |
| All | +65.8% | +410.8% | -344.9% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling