+2,494.8%
NVDL vs EMR
+62.5%
+2,432.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.3% |
| 7D | -8.7% | -1.2% | -7.5% | -7.4% |
| 30D | -1.3% | -9.4% | +8.1% | +9.6% |
| 3M | +11.4% | +8.6% | +2.8% | +1.2% |
| 6M | +22.9% | +6.7% | +16.2% | +12.9% |
| YTD | +15.4% | +13.1% | +2.4% | -4.3% |
| 1Y | +18.8% | +12.7% | +6.0% | -1.7% |
| 3Y | +641.4% | +58.1% | +583.3% | +365.0% |
| All | +2,494.8% | +62.5% | +2,432.3% | +1,422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 5y: compounded portfolio wealth divided by compounded EMR 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…
5y analysis · Full analysis span regression · 6 months rolling