-2.1%
EME vs NTRS
+43.5%
-45.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.8% | -11.3% |
| 7D | -5.8% | +3.6% | -9.4% | -7.7% |
| 30D | -17.9% | +4.3% | -22.2% | -19.9% |
| 3M | -22.0% | -1.9% | -20.0% | -21.2% |
| 6M | -29.7% | +11.4% | -41.1% | -32.8% |
| YTD | +4.7% | +32.3% | -27.6% | -10.3% |
| 1Y | -2.1% | +42.5% | -44.7% | -20.2% |
| All | -2.1% | +43.5% | -45.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling