+70.6%
EMR vs NVTS
-17.0%
+87.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | +0.9% | +3.5% | -2.6% | +0.7% |
| 30D | -5.0% | -11.9% | +7.0% | -4.3% |
| 3M | +5.9% | -49.2% | +55.2% | +9.5% |
| 6M | +7.3% | +38.4% | -31.1% | +3.2% |
| YTD | +14.6% | +62.5% | -47.9% | +8.6% |
| 1Y | +15.6% | +101.4% | -85.7% | +7.3% |
| 3Y | +60.2% | +40.4% | +19.7% | +45.5% |
| All | +70.6% | -17.0% | +87.7% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling