+85.9%
EEM vs NTR
+36.8%
+49.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +2.1% | +16.8% | -14.7% | +0.1% |
| 3M | +1.0% | +20.7% | -19.7% | -1.5% |
| 6M | +15.9% | +0.5% | +15.4% | +15.6% |
| YTD | +24.6% | +29.2% | -4.5% | +18.2% |
| 1Y | +32.3% | +39.6% | -7.3% | +23.0% |
| 3Y | +85.9% | +37.9% | +48.0% | +67.7% |
| All | +85.9% | +36.8% | +49.2% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling