-9.1%
NVTS vs EME
+572.5%
-581.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +0.6% |
| 7D | -1.4% | +3.5% | -5.0% | -4.3% |
| 30D | -16.5% | -6.3% | -10.2% | -11.5% |
| 3M | -47.6% | -3.8% | -43.9% | -45.3% |
| 6M | +7.3% | +8.5% | -1.2% | +5.2% |
| YTD | +62.9% | +27.8% | +35.1% | +42.7% |
| 1Y | +91.3% | +22.2% | +69.1% | +74.3% |
| 3Y | +43.4% | +253.5% | -210.1% | -45.6% |
| All | -9.1% | +572.5% | -581.7% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling