+2,494.8%
NVDL vs EME
+393.4%
+2,101.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -3.8% |
| 7D | -8.7% | +0.9% | -9.6% | -9.9% |
| 30D | -1.3% | -8.4% | +7.1% | +9.0% |
| 3M | +11.4% | -3.6% | +15.0% | +12.1% |
| 6M | +22.9% | +3.6% | +19.3% | +10.4% |
| YTD | +15.4% | +22.5% | -7.1% | -16.9% |
| 1Y | +18.8% | +18.2% | +0.6% | -15.8% |
| 3Y | +641.4% | +238.4% | +403.0% | +85.9% |
| All | +2,494.8% | +393.4% | +2,101.4% | +294.0% |
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