+68.4%
EEM vs NTR
+98.7%
-30.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | +2.4% | +17.0% | -14.6% | -1.7% |
| 3M | +4.2% | +22.2% | -18.0% | -1.4% |
| 6M | +14.8% | +5.2% | +9.6% | +12.1% |
| YTD | +23.1% | +29.7% | -6.6% | +13.1% |
| 1Y | +32.5% | +39.4% | -6.9% | +18.9% |
| 3Y | +85.9% | +38.2% | +47.7% | +64.0% |
| 5Y | +43.6% | +47.6% | -4.0% | +13.1% |
| All | +68.4% | +98.7% | -30.2% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling