+10.6%
NVTS vs EMB
-0.3%
+10.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -1.1% |
| 7D | +21.6% | -0.7% | +22.3% | +26.4% |
| 30D | -8.5% | +0.5% | -9.0% | -9.5% |
| 3M | -31.4% | -2.5% | -28.9% | -21.1% |
| 6M | -50.3% | -2.0% | -48.3% | -43.4% |
| YTD | +33.9% | -0.9% | +34.8% | +44.1% |
| 1Y | +10.6% | -0.3% | +11.0% | +16.0% |
| All | +10.6% | -0.3% | +10.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling