-98.3%
NVD vs EMB
+29.8%
-128.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.0% |
| 7D | +28.6% | -0.9% | +29.5% | +24.6% |
| 30D | +73.6% | +0.4% | +73.3% | +75.8% |
| 3M | +70.1% | -3.1% | +73.2% | +50.1% |
| 6M | +53.6% | -2.1% | +55.6% | +43.4% |
| YTD | -7.0% | -1.1% | -5.9% | -7.6% |
| 1Y | -9.0% | -0.1% | -8.9% | -6.1% |
| 3Y | -98.3% | +29.6% | -127.9% | -96.3% |
| All | -98.3% | +29.8% | -128.1% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling