-43.2%
NVTS vs EMB
+6.8%
-50.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.3% |
| 7D | +9.6% | +0.5% | +9.1% | +8.7% |
| 30D | -13.0% | +0.9% | -13.9% | -14.6% |
| 3M | -28.8% | -2.1% | -26.7% | -23.5% |
| 6M | -48.5% | -2.2% | -46.3% | -43.7% |
| YTD | +31.4% | -0.6% | +32.0% | +38.2% |
| 1Y | -2.3% | +0.2% | -2.5% | +0.5% |
| 3Y | +49.8% | +29.5% | +20.3% | -14.6% |
| 5Y | -43.2% | +8.0% | -51.2% | -54.6% |
| All | -43.2% | +6.8% | -50.0% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling