+18.8%
NVDL vs EMB
+3.1%
+15.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | +0.2% |
| 7D | -10.3% | -1.2% | -9.1% | -5.0% |
| 30D | -7.1% | -1.3% | -5.9% | -1.4% |
| 3M | +6.6% | -1.8% | +8.4% | +16.7% |
| 6M | +21.1% | +0.2% | +20.9% | +22.5% |
| YTD | +15.2% | +0.4% | +14.8% | +15.4% |
| 1Y | +18.8% | +2.8% | +16.0% | +8.8% |
| All | +18.8% | +3.1% | +15.7% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling