+420.3%
NVT vs EME
+575.5%
-155.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +1.5% |
| 7D | +4.1% | +3.5% | +0.6% | +1.6% |
| 30D | -5.1% | -6.3% | +1.2% | -0.3% |
| 3M | -1.2% | -3.8% | +2.6% | +1.6% |
| 6M | +46.6% | +8.5% | +38.1% | +39.1% |
| YTD | +60.0% | +27.8% | +32.2% | +33.9% |
| 1Y | +70.8% | +22.2% | +48.6% | +44.0% |
| 3Y | +187.5% | +253.5% | -65.9% | +13.4% |
| All | +420.3% | +575.5% | -155.2% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling