+854.3%
EEM vs NSC
+2,664.4%
-1,810.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +2.3% | -5.5% | +7.8% | +5.3% |
| 30D | +4.5% | -3.2% | +7.7% | +6.2% |
| 3M | -0.1% | +7.7% | -7.7% | -4.3% |
| 6M | +16.9% | +4.5% | +12.4% | +13.1% |
| YTD | +26.2% | +15.6% | +10.7% | +15.6% |
| 1Y | +40.5% | +19.8% | +20.7% | +26.1% |
| 3Y | +86.2% | +70.1% | +16.1% | +33.3% |
| 5Y | +45.5% | +46.1% | -0.7% | +9.4% |
| 10Y | +128.6% | +328.1% | -199.4% | -16.7% |
| All | +854.3% | +2,664.4% | -1,810.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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