-61.4%
NVD vs EME
+19.7%
-81.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.1% |
| 7D | -11.1% | +1.9% | -13.0% | -9.8% |
| 30D | -13.3% | -8.3% | -5.0% | -18.0% |
| 3M | -19.8% | -10.7% | -9.1% | -24.7% |
| 6M | -48.8% | +1.9% | -50.7% | -44.6% |
| YTD | -49.7% | +23.5% | -73.1% | -35.6% |
| 1Y | -61.4% | +18.0% | -79.3% | -43.2% |
| All | -61.4% | +19.7% | -81.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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