-12.9%
NVTS vs EMB
+9.4%
-22.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -1.5% |
| 7D | +0.5% | -1.1% | +1.6% | +3.8% |
| 30D | -18.0% | -1.1% | -16.9% | -15.4% |
| 3M | -45.6% | -0.8% | -44.8% | -44.0% |
| 6M | +28.5% | -0.1% | +28.5% | +31.4% |
| YTD | +56.2% | +0.4% | +55.7% | +57.8% |
| 1Y | +97.7% | +3.3% | +94.4% | +86.3% |
| 3Y | +35.0% | +29.0% | +5.9% | -22.4% |
| All | -12.9% | +9.4% | -22.3% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling