-54.2%
NVD vs EME
+21.8%
-76.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +3.4% |
| 7D | +10.8% | +3.5% | +7.3% | +13.7% |
| 30D | +0.8% | -6.3% | +7.1% | -3.4% |
| 3M | -20.8% | -3.8% | -17.1% | -21.8% |
| 6M | -41.2% | +8.5% | -49.7% | -33.4% |
| YTD | -44.2% | +27.8% | -72.0% | -27.3% |
| 1Y | -54.2% | +22.2% | -76.4% | -34.1% |
| All | -54.2% | +21.8% | -76.0% | -34.1% |
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