+72.7%
EMR vs NVTS
-16.8%
+89.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +2.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | -6.8% | -16.5% | +9.7% | -5.9% |
| 3M | +7.5% | -47.6% | +55.1% | +10.9% |
| 6M | +9.9% | +7.3% | +2.6% | +7.3% |
| YTD | +16.0% | +62.9% | -46.9% | +10.0% |
| 1Y | +12.4% | +91.3% | -78.8% | +4.7% |
| 3Y | +60.2% | +43.4% | +16.8% | +45.3% |
| All | +72.7% | -16.8% | +89.5% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling