+15,735.6%
NVO vs EME
+60,670.1%
-44,934.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | -5.5% | -8.4% | +2.9% | -4.3% |
| 3M | +4.1% | -3.6% | +7.7% | +3.9% |
| 6M | +19.3% | +3.6% | +15.8% | +17.5% |
| YTD | -9.2% | +22.5% | -31.7% | -13.1% |
| 1Y | -15.0% | +18.2% | -33.2% | -18.6% |
| 3Y | -50.9% | +238.4% | -289.2% | -61.0% |
| 5Y | -0.9% | +550.5% | -551.4% | -29.7% |
| 10Y | +152.4% | +1,295.3% | -1,142.8% | +52.9% |
| All | +15,735.6% | +60,670.1% | -44,934.5% | +6,594.4% |
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 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