-30.2%
NVD vs EMB
+0.7%
-30.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +10.3% |
| 7D | +15.0% | +0.7% | +14.3% | +17.6% |
| 30D | +39.3% | +2.3% | +37.0% | +52.2% |
| 3M | +3.1% | -2.5% | +5.6% | -10.5% |
| 6M | -19.0% | -1.1% | -17.9% | -23.7% |
| YTD | -35.5% | -0.6% | -34.9% | -34.5% |
| 1Y | -30.2% | +0.6% | -30.8% | -25.1% |
| All | -30.2% | +0.7% | -30.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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