+172.2%
EMR vs NVT
+699.2%
-527.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.4% |
| 7D | -1.5% | +5.1% | -6.6% | -4.1% |
| 30D | -5.6% | -3.7% | -1.9% | -4.1% |
| 3M | +7.9% | -10.1% | +18.1% | +12.4% |
| 6M | +6.0% | +37.5% | -31.4% | -13.5% |
| YTD | +16.4% | +53.7% | -37.3% | -11.2% |
| 1Y | +16.6% | +70.9% | -54.2% | -17.1% |
| 3Y | +62.9% | +180.4% | -117.5% | -19.2% |
| 5Y | +60.1% | +393.5% | -333.4% | -46.3% |
| All | +172.2% | +699.2% | -527.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling