-7.8%
NVTS vs EMB
+10.6%
-18.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -4.5% | -0.3% | -4.2% | -3.6% |
| 3M | -61.5% | -0.4% | -61.1% | -60.6% |
| 6M | +28.0% | +0.1% | +27.9% | +30.2% |
| YTD | +65.3% | +1.6% | +63.7% | +61.5% |
| 1Y | +113.0% | +5.6% | +107.4% | +88.3% |
| 3Y | +34.7% | +29.8% | +4.9% | -24.2% |
| All | -7.8% | +10.6% | -18.4% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling