+16.6%
EMR vs NVTS
+109.2%
-92.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.2% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -5.6% | -4.5% | -1.2% | -5.4% |
| 3M | +7.9% | -61.5% | +69.5% | +15.5% |
| 6M | +6.0% | +28.0% | -22.0% | -0.2% |
| YTD | +16.4% | +65.3% | -48.8% | +6.3% |
| 1Y | +16.6% | +113.0% | -96.4% | -4.8% |
| All | +16.6% | +109.2% | -92.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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