+884.0%
EME vs NTR
+97.9%
+786.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.0% |
| 30D | -6.3% | +16.8% | -23.1% | -11.5% |
| 3M | -3.8% | +20.7% | -24.5% | -10.6% |
| 6M | +8.5% | +0.5% | +8.0% | +6.8% |
| YTD | +27.8% | +29.2% | -1.4% | +13.7% |
| 1Y | +22.2% | +39.6% | -17.4% | +5.1% |
| 3Y | +253.5% | +37.9% | +215.6% | +197.6% |
| 5Y | +578.6% | +47.1% | +531.6% | +378.0% |
| All | +884.0% | +97.9% | +786.0% | +420.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling