+842.3%
EEM vs NTRS
+906.9%
-64.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -1.3% | +1.4% | -2.6% | -1.9% |
| 30D | +2.1% | -0.7% | +2.7% | +2.3% |
| 3M | +1.0% | +11.3% | -10.3% | -4.6% |
| 6M | +15.9% | +35.5% | -19.6% | -1.1% |
| YTD | +24.6% | +40.6% | -15.9% | +4.0% |
| 1Y | +32.3% | +49.2% | -16.9% | +6.7% |
| 3Y | +85.9% | +167.2% | -81.3% | +7.0% |
| 5Y | +45.4% | +94.9% | -49.6% | -6.4% |
| 10Y | +130.1% | +259.5% | -129.4% | -6.5% |
| All | +842.3% | +906.9% | -64.6% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling