+730.1%
NVT vs EME
+865.0%
-134.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -0.7% |
| 7D | +7.0% | +2.7% | +4.3% | +4.9% |
| 30D | -2.3% | -6.8% | +4.5% | +3.1% |
| 3M | -3.1% | -8.8% | +5.7% | +3.5% |
| 6M | +47.0% | +5.0% | +42.0% | +42.2% |
| YTD | +56.2% | +23.5% | +32.7% | +32.7% |
| 1Y | +74.5% | +21.3% | +53.2% | +47.0% |
| 3Y | +184.0% | +241.1% | -57.0% | +7.9% |
| 5Y | +410.8% | +549.2% | -138.4% | +16.2% |
| All | +730.1% | +865.0% | -134.9% | +20.0% |
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