+943.6%
NVO vs EMB
+131.4%
+812.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -5.4% | -0.3% | -5.2% | -5.3% |
| 3M | +7.0% | -0.3% | +7.3% | +7.1% |
| 6M | +17.6% | +0.7% | +16.9% | +17.2% |
| YTD | -8.0% | +1.3% | -9.3% | -8.6% |
| 1Y | -13.8% | +4.7% | -18.5% | -15.8% |
| 3Y | -50.3% | +30.1% | -80.3% | -56.7% |
| 5Y | +0.7% | +6.9% | -6.2% | -2.9% |
| 10Y | +155.6% | +30.7% | +124.9% | +124.5% |
| All | +943.6% | +131.4% | +812.3% | +742.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling