+89.4%
EMR vs NVTS
-31.6%
+121.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.2% |
| 7D | +2.7% | +21.6% | -19.0% | +1.4% |
| 30D | +2.1% | -8.5% | +10.6% | +2.4% |
| 3M | +2.3% | -31.4% | +33.6% | +4.1% |
| 6M | +22.5% | -50.3% | +72.8% | +25.8% |
| YTD | +27.2% | +33.9% | -6.7% | +21.6% |
| 1Y | +28.0% | +10.6% | +17.4% | +23.5% |
| 3Y | +103.4% | +52.7% | +50.7% | +82.0% |
| 5Y | +88.2% | -48.5% | +136.6% | +62.9% |
| All | +89.4% | -31.6% | +121.1% | +60.2% |
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