+128.5%
EEM vs NTRS
+259.9%
-131.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -1.3% | +1.4% | -2.6% | -1.7% |
| 30D | +2.1% | -0.7% | +2.7% | +2.2% |
| 3M | +1.0% | +11.3% | -10.3% | -2.7% |
| 6M | +15.9% | +35.5% | -19.6% | +4.2% |
| YTD | +24.6% | +40.6% | -15.9% | +10.4% |
| 1Y | +32.3% | +49.2% | -16.9% | +14.6% |
| 3Y | +85.9% | +167.2% | -81.3% | +28.4% |
| 5Y | +45.4% | +94.9% | -49.6% | +9.4% |
| All | +128.5% | +259.9% | -131.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling