+45.0%
EEM vs NI
+96.9%
-51.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +2.1% | -1.4% | +3.5% | +2.3% |
| 3M | +1.0% | -10.6% | +11.6% | +3.1% |
| 6M | +15.9% | -9.3% | +25.2% | +17.8% |
| YTD | +24.6% | +1.1% | +23.5% | +23.9% |
| 1Y | +32.3% | +3.4% | +28.9% | +30.8% |
| 3Y | +85.9% | +67.9% | +18.0% | +65.9% |
| All | +45.0% | +96.9% | -51.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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