-54.2%
NVD vs EMB
+3.6%
-57.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +0.6% |
| 7D | +9.0% | -1.1% | +10.1% | +3.6% |
| 30D | -5.5% | -1.1% | -4.4% | -10.0% |
| 3M | -24.6% | -0.8% | -23.9% | -26.6% |
| 6M | -42.1% | -0.1% | -42.0% | -39.6% |
| YTD | -44.3% | +0.4% | -44.8% | -40.1% |
| 1Y | -54.2% | +3.3% | -57.5% | -46.4% |
| All | -54.2% | +3.6% | -57.8% | -46.4% |
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