-99.2%
NVD vs EME
+253.4%
-352.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | -1.0% |
| 7D | +0.5% | +2.7% | -2.2% | +3.8% |
| 30D | -9.3% | -6.8% | -2.5% | -15.8% |
| 3M | -22.1% | -8.8% | -13.3% | -28.2% |
| 6M | -45.8% | +5.0% | -50.8% | -37.8% |
| YTD | -46.7% | +23.5% | -70.2% | -20.7% |
| 1Y | -59.5% | +21.3% | -80.8% | -36.5% |
| 3Y | -99.2% | +241.1% | -340.2% | -94.1% |
| All | -99.2% | +253.4% | -352.5% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling