-99.1%
NVD vs EME
+252.2%
-351.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +5.4% |
| 7D | +10.8% | +3.5% | +7.3% | +15.4% |
| 30D | +0.8% | -6.3% | +7.1% | -6.1% |
| 3M | -20.8% | -3.8% | -17.1% | -22.6% |
| 6M | -41.2% | +8.5% | -49.7% | -29.8% |
| YTD | -44.2% | +27.8% | -72.0% | -13.5% |
| 1Y | -54.2% | +22.2% | -76.4% | -28.3% |
| 3Y | -99.1% | +253.5% | -352.6% | -93.8% |
| All | -99.1% | +252.2% | -351.4% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling