+843.2%
EME vs NTR
+98.7%
+744.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.1% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | -8.4% | +17.0% | -25.4% | -13.5% |
| 3M | -3.6% | +22.2% | -25.8% | -10.9% |
| 6M | +3.6% | +5.2% | -1.6% | +0.2% |
| YTD | +22.5% | +29.7% | -7.1% | +8.8% |
| 1Y | +18.2% | +39.4% | -21.2% | +1.7% |
| 3Y | +238.4% | +38.2% | +200.2% | +184.7% |
| 5Y | +550.5% | +47.6% | +502.9% | +357.6% |
| All | +843.2% | +98.7% | +744.6% | +398.1% |
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