+90.2%
EMR vs NVTS
-54.3%
+144.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.4% |
| 7D | +2.8% | +3.9% | -1.1% | +2.6% |
| 30D | +3.7% | -4.3% | +8.0% | +3.7% |
| 3M | +2.0% | -34.5% | +36.5% | +4.2% |
| 6M | +22.1% | -57.7% | +79.8% | +26.6% |
| YTD | +27.2% | +25.4% | +1.9% | +22.1% |
| 1Y | +32.0% | +13.1% | +18.9% | +27.2% |
| 3Y | +103.3% | +48.9% | +54.3% | +81.8% |
| All | +90.2% | -54.3% | +144.5% | +66.4% |
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