+45.0%
EEM vs NEM
+155.2%
-110.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +2.1% | +7.8% | -5.8% | +0.4% |
| 3M | +1.0% | +30.2% | -29.2% | -4.6% |
| 6M | +15.9% | +9.6% | +6.3% | +12.8% |
| YTD | +24.6% | +27.8% | -3.2% | +17.8% |
| 1Y | +32.3% | +60.7% | -28.4% | +19.5% |
| 3Y | +85.9% | +245.3% | -159.4% | +43.4% |
| All | +45.0% | +155.2% | -110.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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