+649.9%
NVDL vs EME
+252.2%
+397.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -5.2% |
| 7D | -10.3% | +3.5% | -13.8% | -14.3% |
| 30D | -7.1% | -6.3% | -0.8% | -0.2% |
| 3M | +6.6% | -3.8% | +10.3% | +7.8% |
| 6M | +21.1% | +8.5% | +12.6% | +2.2% |
| YTD | +15.2% | +27.8% | -12.6% | -22.3% |
| 1Y | +18.8% | +22.2% | -3.4% | -20.7% |
| 3Y | +649.9% | +253.5% | +396.4% | +117.4% |
| All | +649.9% | +252.2% | +397.7% | +117.4% |
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